+113.0%
VWO vs FIVE
+491.7%
-378.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -1.8% | -3.0% | +1.2% | -1.3% |
| 30D | -0.1% | +2.7% | -2.8% | -0.7% |
| 3M | +2.2% | +21.1% | -18.9% | -1.4% |
| 6M | +8.8% | +11.9% | -3.2% | +5.7% |
| YTD | +12.4% | +29.9% | -17.5% | +6.4% |
| 1Y | +15.6% | +67.8% | -52.2% | +4.3% |
| 3Y | +62.5% | +52.8% | +9.7% | +42.5% |
| 5Y | +34.3% | +31.3% | +3.0% | +17.4% |
| All | +113.0% | +491.7% | -378.7% | +46.8% |
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