+142.2%
VXUS vs FIVE
+562.8%
-420.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.5% | +7.3% | -6.8% | -0.8% |
| 30D | -2.5% | +18.1% | -20.6% | -5.4% |
| 3M | -4.6% | +7.7% | -12.3% | -6.2% |
| 6M | -2.6% | +13.6% | -16.2% | -5.6% |
| YTD | +10.4% | +34.6% | -24.2% | +3.6% |
| 1Y | +12.9% | +66.2% | -53.4% | +1.9% |
| 3Y | +68.4% | +43.5% | +24.9% | +49.3% |
| 5Y | +47.7% | +20.7% | +27.0% | +31.5% |
| 10Y | +142.2% | +541.5% | -399.2% | +62.9% |
| All | +142.2% | +562.8% | -420.5% | +62.9% |
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