+48.1%
VXUS vs FIVE
+19.0%
+29.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | -1.2% | +17.4% | -18.6% | -3.5% |
| 3M | -3.8% | +7.0% | -10.9% | -5.0% |
| 6M | -1.7% | +20.5% | -22.1% | -4.8% |
| YTD | +11.4% | +33.1% | -21.7% | +6.0% |
| 1Y | +13.3% | +67.1% | -53.8% | +4.3% |
| 3Y | +70.0% | +41.9% | +28.1% | +56.1% |
| 5Y | +48.1% | +21.1% | +27.0% | +35.7% |
| All | +48.1% | +19.0% | +29.0% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling