+237.7%
VEA vs FIVE
+873.2%
-635.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | 0.0% | +7.3% | -7.3% | -1.2% |
| 30D | -1.4% | +18.1% | -19.5% | -4.1% |
| 3M | -4.1% | +7.7% | -11.8% | -5.5% |
| 6M | -1.3% | +13.6% | -14.9% | -4.0% |
| YTD | +12.1% | +34.6% | -22.5% | +5.8% |
| 1Y | +16.1% | +66.2% | -50.2% | +5.8% |
| 3Y | +73.0% | +43.5% | +29.5% | +54.7% |
| 5Y | +55.1% | +20.7% | +34.5% | +39.1% |
| 10Y | +156.9% | +541.5% | -384.5% | +74.6% |
| All | +237.7% | +873.2% | -635.4% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling