+106.2%
COST vs FIVE
+38.7%
+67.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -3.2% | +3.7% | -6.8% | -3.6% |
| 30D | -4.0% | +4.0% | -7.9% | -4.5% |
| 3M | -6.5% | +36.2% | -42.7% | -10.2% |
| 6M | -8.5% | +18.0% | -26.5% | -11.1% |
| YTD | +6.0% | +34.9% | -28.9% | +1.1% |
| 1Y | -5.8% | +67.9% | -73.7% | -13.2% |
| 3Y | +71.8% | +57.3% | +14.5% | +56.1% |
| 5Y | +106.2% | +39.5% | +66.7% | +86.0% |
| All | +106.2% | +38.7% | +67.6% | +86.0% |
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 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