+129.8%
VWO vs FIVE
+868.1%
-738.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -0.1% |
| 7D | +1.1% | +4.3% | -3.2% | +0.4% |
| 30D | +2.4% | +12.5% | -10.1% | +0.3% |
| 3M | +2.0% | +31.2% | -29.2% | -2.6% |
| 6M | +10.7% | +14.4% | -3.7% | +7.5% |
| YTD | +14.4% | +33.9% | -19.5% | +8.3% |
| 1Y | +22.7% | +65.1% | -42.3% | +11.9% |
| 3Y | +64.2% | +49.0% | +15.2% | +46.0% |
| 5Y | +35.8% | +30.3% | +5.5% | +20.0% |
| 10Y | +114.7% | +481.1% | -366.4% | +45.2% |
| All | +129.8% | +868.1% | -738.3% | +42.5% |
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