+111.3%
VWO vs FIVE
+846.9%
-735.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.0% | +2.7% | -0.7% | +1.5% |
| 30D | -4.3% | +12.7% | -16.9% | -6.1% |
| 3M | -6.4% | +2.1% | -8.4% | -7.0% |
| 6M | -5.6% | +17.5% | -23.1% | -8.7% |
| YTD | +5.2% | +31.0% | -25.8% | -0.3% |
| 1Y | +5.2% | +67.7% | -62.6% | -4.3% |
| 3Y | +55.5% | +43.4% | +12.1% | +39.0% |
| 5Y | +25.6% | +18.1% | +7.5% | +13.0% |
| 10Y | +110.8% | +508.8% | -398.0% | +41.8% |
| All | +111.3% | +846.9% | -735.7% | +31.3% |
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