+35.2%
VWO vs FIVE
+35.6%
-0.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.2% |
| 7D | +0.2% | +1.7% | -1.5% | -0.1% |
| 30D | +0.9% | +5.0% | -4.1% | +0.1% |
| 3M | +4.3% | +29.5% | -25.2% | +0.5% |
| 6M | +10.5% | +12.4% | -1.9% | +8.2% |
| YTD | +13.4% | +31.2% | -17.8% | +8.5% |
| 1Y | +18.6% | +72.9% | -54.3% | +9.2% |
| 3Y | +65.8% | +53.0% | +12.8% | +50.3% |
| 5Y | +35.2% | +34.2% | +1.1% | +21.2% |
| All | +35.2% | +35.6% | -0.4% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling