+207.0%
C vs FIVE
+504.2%
-297.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +4.2% | +2.7% | +1.5% | +3.4% |
| 30D | +2.0% | +12.7% | -10.7% | -1.3% |
| 3M | -10.1% | +2.1% | -12.2% | -11.1% |
| 6M | +1.0% | +17.5% | -16.5% | -4.8% |
| YTD | +8.5% | +31.0% | -22.5% | -1.4% |
| 1Y | +25.7% | +67.7% | -42.0% | +6.6% |
| 3Y | +216.0% | +43.4% | +172.6% | +160.3% |
| 5Y | +112.3% | +18.1% | +94.2% | +77.6% |
| All | +207.0% | +504.2% | -297.1% | +69.0% |
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