+541.5%
FIVE vs VEU
+144.2%
+397.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.8% |
| 7D | +7.3% | +0.5% | +6.8% | +6.8% |
| 30D | +18.1% | -2.3% | +20.4% | +21.7% |
| 3M | +7.7% | -4.4% | +12.1% | +14.0% |
| 6M | +13.6% | -2.2% | +15.8% | +15.6% |
| YTD | +34.6% | +10.9% | +23.6% | +14.8% |
| 1Y | +66.2% | +13.4% | +52.9% | +37.8% |
| 3Y | +43.5% | +69.7% | -26.2% | -29.4% |
| 5Y | +20.7% | +50.0% | -29.3% | -29.0% |
| 10Y | +541.5% | +145.8% | +395.7% | +110.0% |
| All | +541.5% | +144.2% | +397.3% | +110.0% |
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