+1,209.3%
COST vs FIVE
+868.1%
+341.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -1.7% |
| 7D | -3.1% | +4.3% | -7.4% | -3.7% |
| 30D | -2.8% | +12.5% | -15.3% | -4.4% |
| 3M | -5.7% | +31.2% | -36.9% | -9.3% |
| 6M | -8.8% | +14.4% | -23.1% | -11.1% |
| YTD | +6.7% | +33.9% | -27.2% | +1.6% |
| 1Y | -3.6% | +65.1% | -68.7% | -11.3% |
| 3Y | +75.1% | +49.0% | +26.1% | +57.5% |
| 5Y | +108.9% | +30.3% | +78.6% | +87.2% |
| 10Y | +586.2% | +481.1% | +105.1% | +379.2% |
| All | +1,209.3% | +868.1% | +341.1% | +728.2% |
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 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