+499.6%
FIVE vs VEU
+150.0%
+349.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -0.3% |
| 7D | +2.4% | +2.4% | +0.1% | -0.5% |
| 30D | +15.8% | -2.0% | +17.8% | +19.0% |
| 3M | +3.8% | -5.1% | +8.9% | +11.0% |
| 6M | +18.5% | -0.7% | +19.2% | +18.2% |
| YTD | +31.2% | +11.0% | +20.2% | +11.8% |
| 1Y | +61.8% | +12.4% | +49.4% | +35.7% |
| 3Y | +39.9% | +69.8% | -29.9% | -31.3% |
| 5Y | +18.3% | +48.2% | -29.9% | -29.3% |
| All | +499.6% | +150.0% | +349.6% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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