+52.7%
IEFA vs FIVE
+38.7%
+14.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +1.2% | +3.7% | -2.5% | +0.6% |
| 30D | -0.6% | +4.0% | -4.6% | -1.2% |
| 3M | +6.2% | +36.2% | -30.0% | +1.3% |
| 6M | +11.2% | +18.0% | -6.8% | +7.9% |
| YTD | +14.2% | +34.9% | -20.7% | +8.6% |
| 1Y | +20.0% | +67.9% | -47.9% | +10.3% |
| 3Y | +68.8% | +57.3% | +11.5% | +51.7% |
| 5Y | +52.7% | +39.5% | +13.1% | +36.2% |
| All | +52.7% | +38.7% | +14.0% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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