+370.0%
ALL vs FIVE
+505.3%
-135.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.9% |
| 7D | 0.0% | +2.4% | -2.5% | -0.4% |
| 30D | +12.8% | +15.8% | -3.0% | +10.4% |
| 3M | +4.7% | +3.8% | +0.9% | +3.9% |
| 6M | +24.9% | +18.5% | +6.4% | +21.1% |
| YTD | +30.0% | +31.2% | -1.2% | +23.4% |
| 1Y | +29.9% | +61.8% | -31.9% | +19.3% |
| 3Y | +117.5% | +39.9% | +77.7% | +97.6% |
| 5Y | +161.7% | +18.3% | +143.4% | +138.6% |
| All | +370.0% | +505.3% | -135.4% | +221.1% |
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