-6.2%
DOW vs FIVE
+113.7%
-119.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.6% | -7.0% | -3.0% |
| 7D | -9.4% | +6.2% | -15.6% | -11.1% |
| 30D | +8.9% | +18.2% | -9.2% | +3.6% |
| 3M | +6.7% | +3.8% | +2.9% | +4.6% |
| 6M | -14.2% | +13.7% | -27.9% | -18.9% |
| YTD | +36.9% | +34.7% | +2.2% | +21.4% |
| 1Y | +45.8% | +66.6% | -20.9% | +20.8% |
| 3Y | -23.9% | +44.3% | -68.2% | -38.7% |
| 5Y | -30.8% | +18.8% | -49.5% | -42.8% |
| All | -6.2% | +113.7% | -119.9% | -47.4% |
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