+25.5%
VXUS vs FIVE
+64.1%
-38.6%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.3% |
| 7D | +1.0% | +4.3% | -3.2% | +0.4% |
| 30D | +2.2% | +12.5% | -10.3% | +0.2% |
| 3M | +3.0% | +31.2% | -28.3% | -1.5% |
| 6M | +10.7% | +14.4% | -3.7% | +7.9% |
| YTD | +17.8% | +33.9% | -16.1% | +11.7% |
| All | +25.5% | +64.1% | -38.6% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling