+161.1%
VEA vs FIVE
+535.9%
-374.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | 0.0% | +17.4% | -17.4% | -2.9% |
| 3M | -3.6% | +7.0% | -10.6% | -5.0% |
| 6M | -0.5% | +20.5% | -21.0% | -4.5% |
| YTD | +13.0% | +33.1% | -20.1% | +6.1% |
| 1Y | +16.3% | +67.1% | -50.8% | +4.7% |
| 3Y | +74.4% | +41.9% | +32.5% | +54.7% |
| 5Y | +55.8% | +21.1% | +34.8% | +38.4% |
| 10Y | +161.1% | +518.8% | -357.7% | +75.1% |
| All | +161.1% | +535.9% | -374.8% | +75.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling