+851.7%
FIVE vs VEU
+222.8%
+628.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +4.5% |
| 7D | +4.3% | +1.1% | +3.1% | +2.9% |
| 30D | +12.5% | +2.2% | +10.3% | +9.8% |
| 3M | +31.2% | +3.0% | +28.3% | +26.1% |
| 6M | +14.4% | +10.9% | +3.5% | +0.6% |
| YTD | +33.9% | +18.2% | +15.7% | +9.2% |
| 1Y | +65.1% | +28.3% | +36.8% | +23.0% |
| 3Y | +49.0% | +74.6% | -25.7% | -20.5% |
| 5Y | +30.3% | +56.4% | -26.1% | -20.5% |
| 10Y | +481.1% | +153.0% | +328.1% | +126.8% |
| All | +851.7% | +222.8% | +628.9% | +209.0% |
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 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