+98.5%
DD vs FIVE
+596.6%
-498.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.6% | +0.3% | +4.4% |
| 7D | +9.8% | +6.2% | +3.6% | +8.0% |
| 30D | +19.3% | +18.2% | +1.2% | +14.1% |
| 3M | +9.4% | +3.8% | +5.5% | +7.7% |
| 6M | +4.8% | +13.7% | -8.9% | -0.1% |
| YTD | +30.2% | +34.7% | -4.5% | +17.9% |
| 1Y | +32.2% | +66.6% | -34.4% | +12.8% |
| 3Y | +93.1% | +44.3% | +48.8% | +59.6% |
| 5Y | +68.0% | +18.8% | +49.2% | +41.0% |
| 10Y | +98.5% | +569.2% | -470.7% | +14.8% |
| All | +98.5% | +596.6% | -498.1% | +14.8% |
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