+48.3%
D vs FIVE
+562.8%
-514.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.4% | +7.3% | -5.0% | +1.6% |
| 30D | +10.9% | +18.1% | -7.1% | +9.0% |
| 3M | +2.8% | +7.7% | -4.9% | +1.9% |
| 6M | +12.7% | +13.6% | -0.9% | +10.7% |
| YTD | +20.3% | +34.6% | -14.3% | +15.6% |
| 1Y | +17.1% | +66.2% | -49.1% | +9.8% |
| 3Y | +75.1% | +43.5% | +31.7% | +63.2% |
| 5Y | +13.1% | +20.7% | -7.5% | +5.7% |
| 10Y | +48.3% | +541.5% | -493.2% | +15.7% |
| All | +48.3% | +562.8% | -514.5% | +15.7% |
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