+121.1%
COST vs FIVE
+19.1%
+102.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.6% | -4.4% | +0.5% |
| 7D | +2.5% | +6.2% | -3.7% | +1.7% |
| 30D | +12.8% | +18.2% | -5.4% | +10.4% |
| 3M | +12.7% | +3.8% | +8.8% | +11.9% |
| 6M | +6.0% | +13.7% | -7.7% | +3.8% |
| YTD | +24.4% | +34.7% | -10.4% | +18.5% |
| 1Y | +16.2% | +66.6% | -50.4% | +7.5% |
| 3Y | +96.9% | +44.3% | +52.6% | +83.4% |
| 5Y | +121.1% | +18.8% | +102.4% | +107.1% |
| All | +121.1% | +19.1% | +102.0% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling