+223.5%
C vs FIVE
+563.4%
-339.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -6.0% | +17.7% | -23.6% | -10.1% |
| 3M | -10.5% | +4.0% | -14.5% | -12.0% |
| 6M | -5.7% | +2.6% | -8.3% | -7.8% |
| YTD | +4.1% | +27.6% | -23.4% | -4.7% |
| 1Y | +20.5% | +59.9% | -39.5% | +3.4% |
| 3Y | +208.1% | +35.8% | +172.3% | +157.9% |
| 5Y | +110.4% | +14.4% | +96.0% | +77.5% |
| All | +223.5% | +563.4% | -339.9% | +76.0% |
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