+29.3%
VEA vs FIVE
+66.7%
-37.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.3% |
| 7D | +1.0% | +4.3% | -3.3% | +0.3% |
| 30D | +1.9% | +12.5% | -10.6% | -0.1% |
| 3M | +3.2% | +31.2% | -28.0% | -1.3% |
| 6M | +10.2% | +14.4% | -4.1% | +7.6% |
| YTD | +18.9% | +33.9% | -15.0% | +13.0% |
| 1Y | +29.3% | +65.1% | -35.7% | +18.7% |
| All | +29.3% | +66.7% | -37.4% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling