+39.5%
FIVE vs VEU
+56.3%
-16.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | +3.7% | +1.7% | +2.0% | +1.6% |
| 30D | +4.0% | +1.0% | +3.0% | +2.7% |
| 3M | +36.2% | +5.6% | +30.6% | +26.8% |
| 6M | +18.0% | +13.7% | +4.3% | -0.7% |
| YTD | +34.9% | +17.7% | +17.2% | +7.9% |
| 1Y | +67.9% | +25.8% | +42.2% | +23.8% |
| 3Y | +57.3% | +77.1% | -19.8% | -23.4% |
| 5Y | +39.5% | +57.1% | -17.6% | -22.6% |
| All | +39.5% | +56.3% | -16.7% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling