+41.6%
D vs FIVE
+563.4%
-521.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | +3.0% | -0.3% | +3.2% | +3.0% |
| 30D | +11.5% | +17.7% | -6.2% | +9.6% |
| 3M | +3.7% | +4.0% | -0.2% | +3.1% |
| 6M | +13.5% | +2.6% | +10.9% | +12.7% |
| YTD | +20.7% | +27.6% | -6.8% | +16.7% |
| 1Y | +18.2% | +59.9% | -41.7% | +11.4% |
| 3Y | +73.3% | +35.8% | +37.5% | +62.5% |
| 5Y | +12.3% | +14.4% | -2.2% | +5.5% |
| All | +41.6% | +563.4% | -521.8% | +13.5% |
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