+24.9%
BB vs FIVE
+505.3%
-480.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.5% |
| 7D | +9.0% | +2.4% | +6.5% | +8.2% |
| 30D | +7.7% | +15.8% | -8.2% | +3.1% |
| 3M | +4.0% | +3.8% | +0.2% | +2.3% |
| 6M | +46.6% | +18.5% | +28.1% | +37.0% |
| YTD | +140.6% | +31.2% | +109.4% | +117.0% |
| 1Y | +103.1% | +61.8% | +41.3% | +71.4% |
| 3Y | +150.5% | +39.9% | +110.7% | +105.3% |
| 5Y | -15.4% | +18.3% | -33.7% | -29.6% |
| All | +24.9% | +505.3% | -480.4% | -26.1% |
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