+163.6%
VEA vs FIVE
+486.0%
-322.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | -0.4% |
| 7D | +0.3% | +1.7% | -1.3% | 0.0% |
| 30D | +0.4% | +5.0% | -4.6% | -0.6% |
| 3M | +4.8% | +29.5% | -24.7% | -0.3% |
| 6M | +11.3% | +12.4% | -1.2% | +8.1% |
| YTD | +17.4% | +31.2% | -13.8% | +10.7% |
| 1Y | +26.2% | +72.9% | -46.7% | +12.9% |
| 3Y | +77.7% | +53.0% | +24.7% | +55.2% |
| 5Y | +60.9% | +34.2% | +26.8% | +39.7% |
| 10Y | +163.6% | +497.6% | -334.0% | +77.4% |
| All | +163.6% | +486.0% | -322.4% | +77.4% |
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