+214.8%
B vs FIVE
+504.2%
-289.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -7.3% | +2.7% | -10.0% | -7.5% |
| 30D | -3.3% | +12.7% | -16.0% | -4.3% |
| 3M | -7.8% | +2.1% | -9.8% | -8.0% |
| 6M | -15.5% | +17.5% | -33.0% | -16.9% |
| YTD | -12.3% | +31.0% | -43.2% | -14.6% |
| 1Y | +5.4% | +67.7% | -62.4% | +0.5% |
| 3Y | +165.5% | +43.4% | +122.2% | +151.8% |
| 5Y | +107.0% | +18.1% | +89.0% | +96.8% |
| All | +214.8% | +504.2% | -289.3% | +151.6% |
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