+48.4%
D vs FIVE
+535.9%
-487.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -2.4% | -0.5% | -1.9% | -2.4% |
| 30D | +9.0% | +17.4% | -8.4% | +7.1% |
| 3M | +1.0% | +7.0% | -6.1% | +0.1% |
| 6M | +11.0% | +20.5% | -9.5% | +8.3% |
| YTD | +19.8% | +33.1% | -13.3% | +15.2% |
| 1Y | +16.0% | +67.1% | -51.1% | +8.7% |
| 3Y | +74.4% | +41.9% | +32.5% | +62.6% |
| 5Y | +13.5% | +21.1% | -7.5% | +6.0% |
| 10Y | +48.4% | +518.8% | -470.4% | +15.9% |
| All | +48.4% | +535.9% | -487.6% | +15.9% |
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