+192.9%
VXUS vs FIVE
+822.5%
-629.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | -4.6% | +17.7% | -22.2% | -7.1% |
| 3M | -6.1% | +4.0% | -10.1% | -6.9% |
| 6M | -4.9% | +2.6% | -7.5% | -5.9% |
| YTD | +8.1% | +27.6% | -19.5% | +2.9% |
| 1Y | +12.1% | +59.9% | -47.9% | +2.9% |
| 3Y | +63.9% | +35.8% | +28.1% | +47.9% |
| 5Y | +43.1% | +14.4% | +28.7% | +29.5% |
| 10Y | +139.2% | +576.1% | -436.9% | +62.1% |
| All | +192.9% | +822.5% | -629.6% | +86.7% |
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 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