+54.5%
AR vs FIVE
+562.8%
-508.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +3.1% |
| 7D | -5.8% | +7.3% | -13.1% | -7.4% |
| 30D | +4.8% | +18.1% | -13.2% | +0.7% |
| 3M | +1.5% | +7.7% | -6.2% | -0.9% |
| 6M | +4.7% | +13.6% | -8.9% | +0.1% |
| YTD | +9.2% | +34.6% | -25.4% | -0.7% |
| 1Y | +11.2% | +66.2% | -55.1% | -4.2% |
| 3Y | +46.2% | +43.5% | +2.8% | +22.7% |
| 5Y | +98.1% | +20.7% | +77.4% | +69.1% |
| 10Y | +54.5% | +541.5% | -486.9% | -11.5% |
| All | +54.5% | +562.8% | -508.2% | -11.5% |
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