+749.2%
COST vs FIVE
+505.3%
+243.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.6% |
| 7D | +2.5% | +2.4% | +0.1% | +2.1% |
| 30D | +14.6% | +15.8% | -1.3% | +12.1% |
| 3M | +15.2% | +3.8% | +11.4% | +14.4% |
| 6M | +7.2% | +18.5% | -11.3% | +4.0% |
| YTD | +27.4% | +31.2% | -3.8% | +21.2% |
| 1Y | +20.2% | +61.8% | -41.6% | +10.7% |
| 3Y | +96.9% | +39.9% | +57.0% | +78.4% |
| 5Y | +122.8% | +18.3% | +104.5% | +101.5% |
| All | +749.2% | +505.3% | +243.9% | +477.2% |
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