+200.5%
B vs FIVE
+596.6%
-396.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.6% | -1.4% | +3.7% |
| 7D | +11.3% | +6.2% | +5.1% | +10.8% |
| 30D | +2.9% | +18.2% | -15.2% | +1.5% |
| 3M | -2.9% | +3.8% | -6.7% | -3.3% |
| 6M | -1.2% | +13.7% | -14.9% | -2.5% |
| YTD | -1.3% | +34.7% | -36.1% | -4.1% |
| 1Y | +30.4% | +66.6% | -36.2% | +24.7% |
| 3Y | +195.3% | +44.3% | +151.0% | +180.3% |
| 5Y | +146.2% | +18.8% | +127.5% | +134.2% |
| 10Y | +200.5% | +569.2% | -368.7% | +157.3% |
| All | +200.5% | +596.6% | -396.1% | +157.3% |
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