-49.3%
COMP vs FIVE
+24.1%
-73.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.1% | +10.9% |
| 7D | +13.4% | -0.3% | +13.7% | +13.8% |
| 30D | +11.1% | +17.7% | -6.6% | +3.1% |
| 3M | -18.8% | +4.0% | -22.8% | -20.7% |
| 6M | +10.5% | +2.6% | +7.9% | +6.8% |
| YTD | -3.4% | +27.6% | -31.0% | -16.1% |
| 1Y | +19.7% | +59.9% | -40.2% | -7.2% |
| 3Y | +381.6% | +35.8% | +345.8% | +279.9% |
| 5Y | -17.6% | +14.4% | -32.0% | -33.8% |
| All | -49.3% | +24.1% | -73.4% | -61.1% |
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