+147.3%
VXUS vs FIVE
+478.4%
-331.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.4% |
| 7D | +1.0% | +4.3% | -3.2% | +0.2% |
| 30D | +2.2% | +12.5% | -10.3% | -0.1% |
| 3M | +3.0% | +31.2% | -28.3% | -2.2% |
| 6M | +10.7% | +14.4% | -3.7% | +7.2% |
| YTD | +17.8% | +33.9% | -16.1% | +10.8% |
| 1Y | +27.6% | +65.1% | -37.5% | +15.2% |
| 3Y | +73.3% | +49.0% | +24.3% | +52.5% |
| 5Y | +54.3% | +30.3% | +24.0% | +35.0% |
| All | +147.3% | +478.4% | -331.2% | +68.0% |
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