-10.4%
DOW vs FIVE
+114.0%
-124.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -2.9% | +3.7% | -6.6% | -4.0% |
| 30D | +2.0% | +4.0% | -2.0% | +0.4% |
| 3M | -12.5% | +36.2% | -48.8% | -20.7% |
| 6M | -9.2% | +18.0% | -27.2% | -15.5% |
| YTD | +30.8% | +34.9% | -4.1% | +16.5% |
| 1Y | +29.4% | +67.9% | -38.5% | +7.4% |
| 3Y | -34.6% | +57.3% | -91.9% | -48.8% |
| 5Y | -35.9% | +39.5% | -75.5% | -50.6% |
| All | -10.4% | +114.0% | -124.4% | -49.6% |
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