+62.5%
VUG vs FIVE
+16.7%
+45.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +2.5% | +2.7% | -0.1% | +1.9% |
| 30D | -6.3% | +12.7% | -18.9% | -8.8% |
| 3M | -6.0% | +2.1% | -8.1% | -6.8% |
| 6M | -3.5% | +17.5% | -21.0% | -8.0% |
| YTD | +3.9% | +31.0% | -27.0% | -3.9% |
| 1Y | +5.1% | +67.7% | -62.6% | -8.5% |
| 3Y | +77.9% | +43.4% | +34.5% | +53.4% |
| All | +62.5% | +16.7% | +45.8% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling