+782.7%
DE vs FIVE
+562.8%
+219.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +3.3% | +7.3% | -4.1% | +1.6% |
| 30D | +10.7% | +18.1% | -7.3% | +6.5% |
| 3M | +13.1% | +7.7% | +5.4% | +10.8% |
| 6M | +20.2% | +13.6% | +6.6% | +15.3% |
| YTD | +48.9% | +34.6% | +14.3% | +36.6% |
| 1Y | +46.6% | +66.2% | -19.6% | +27.8% |
| 3Y | +91.4% | +43.5% | +47.9% | +62.5% |
| 5Y | +108.1% | +20.7% | +87.5% | +78.3% |
| 10Y | +782.7% | +541.5% | +241.2% | +404.4% |
| All | +782.7% | +562.8% | +219.9% | +404.4% |
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