+43.4%
FIVE vs VEU
+70.2%
-26.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +2.7% | +2.1% | +0.6% | +0.3% |
| 30D | +12.7% | -0.9% | +13.6% | +14.0% |
| 3M | +2.1% | -5.4% | +7.4% | +8.7% |
| 6M | +17.5% | -1.8% | +19.3% | +18.6% |
| YTD | +31.0% | +10.9% | +20.0% | +10.7% |
| 1Y | +67.7% | +13.6% | +54.2% | +36.9% |
| 3Y | +43.4% | +69.3% | -25.9% | -32.8% |
| All | +43.4% | +70.2% | -26.8% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling