+604.2%
COST vs FIVE
+483.6%
+120.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.3% |
| 7D | -2.5% | +0.6% | -3.0% | -2.6% |
| 30D | -4.4% | +3.0% | -7.4% | -4.9% |
| 3M | -8.1% | +23.2% | -31.3% | -11.0% |
| 6M | -9.2% | +9.2% | -18.4% | -11.1% |
| YTD | +5.1% | +28.1% | -23.0% | +0.4% |
| 1Y | -5.1% | +65.3% | -70.3% | -13.0% |
| 3Y | +70.4% | +49.4% | +21.0% | +52.3% |
| 5Y | +104.7% | +29.5% | +75.2% | +82.4% |
| All | +604.2% | +483.6% | +120.6% | +376.8% |
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