+45.3%
AR vs FIVE
+563.4%
-518.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -14.3% | -0.3% | -14.0% | -14.3% |
| 30D | +1.4% | +17.7% | -16.2% | -2.5% |
| 3M | +3.4% | +4.0% | -0.6% | +1.6% |
| 6M | -2.1% | +2.6% | -4.7% | -4.2% |
| YTD | +4.7% | +27.6% | -22.9% | -3.6% |
| 1Y | +10.6% | +59.9% | -49.4% | -3.9% |
| 3Y | +24.6% | +35.8% | -11.2% | +5.8% |
| 5Y | +71.9% | +14.4% | +57.5% | +48.6% |
| All | +45.3% | +563.4% | -518.1% | -14.7% |
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 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