+806.8%
FIVE vs VEU
+196.7%
+610.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | -0.3% | -1.6% | +1.4% | +1.7% |
| 30D | +17.7% | -4.3% | +22.0% | +23.7% |
| 3M | +4.0% | -5.8% | +9.8% | +11.2% |
| 6M | +2.6% | -4.4% | +7.0% | +7.0% |
| YTD | +27.6% | +8.7% | +18.9% | +14.3% |
| 1Y | +59.9% | +12.6% | +47.3% | +37.5% |
| 3Y | +35.8% | +65.2% | -29.5% | -22.8% |
| 5Y | +14.4% | +45.5% | -31.1% | -24.3% |
| 10Y | +576.1% | +142.7% | +433.4% | +181.9% |
| All | +806.8% | +196.7% | +610.1% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling