+57.7%
DIA vs FIVE
+18.5%
+39.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.2% |
| 7D | +1.6% | +2.4% | -0.9% | +1.2% |
| 30D | +1.2% | +15.8% | -14.6% | -0.8% |
| 3M | -2.4% | +3.8% | -6.2% | -3.1% |
| 6M | +5.7% | +18.5% | -12.9% | +2.6% |
| YTD | +9.9% | +31.2% | -21.3% | +4.9% |
| 1Y | +9.8% | +61.8% | -52.0% | +1.6% |
| 3Y | +59.8% | +39.9% | +19.9% | +46.9% |
| 5Y | +57.7% | +18.3% | +39.4% | +45.7% |
| All | +57.7% | +18.5% | +39.2% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling