+1,426.6%
COST vs FIVE
+873.2%
+553.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +4.6% | +7.3% | -2.7% | +3.6% |
| 30D | +12.8% | +18.1% | -5.3% | +10.2% |
| 3M | +12.1% | +7.7% | +4.4% | +10.7% |
| 6M | +6.0% | +13.6% | -7.6% | +3.6% |
| YTD | +24.4% | +34.6% | -10.2% | +18.2% |
| 1Y | +17.1% | +66.2% | -49.1% | +7.9% |
| 3Y | +92.2% | +43.5% | +48.7% | +73.9% |
| 5Y | +122.5% | +20.7% | +101.9% | +101.5% |
| 10Y | +758.9% | +541.5% | +217.5% | +492.8% |
| All | +1,426.6% | +873.2% | +553.4% | +863.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling