+396.2%
VUG vs FIVE
+562.8%
-166.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.2% | +7.3% | -8.5% | -2.8% |
| 30D | -8.9% | +18.1% | -26.9% | -12.4% |
| 3M | -5.9% | +7.7% | -13.6% | -7.9% |
| 6M | -3.3% | +13.6% | -16.9% | -7.2% |
| YTD | +3.4% | +34.6% | -31.2% | -5.2% |
| 1Y | +1.9% | +66.2% | -64.4% | -11.3% |
| 3Y | +76.9% | +43.5% | +33.4% | +49.8% |
| 5Y | +63.9% | +20.7% | +43.2% | +40.0% |
| 10Y | +396.2% | +541.5% | -145.3% | +212.2% |
| All | +396.2% | +562.8% | -166.6% | +212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling