+79.8%
F vs FIVE
+563.4%
-483.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +1.6% | -0.3% | +1.8% | +1.6% |
| 30D | +2.6% | +17.7% | -15.0% | -2.2% |
| 3M | -8.8% | +4.0% | -12.8% | -10.2% |
| 6M | +4.6% | +2.6% | +2.0% | +2.7% |
| YTD | -1.9% | +27.6% | -29.5% | -10.2% |
| 1Y | -0.8% | +59.9% | -60.7% | -15.2% |
| 3Y | +43.5% | +35.8% | +7.7% | +19.5% |
| 5Y | -12.1% | +14.4% | -26.5% | -25.5% |
| All | +79.8% | +563.4% | -483.6% | -2.5% |
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