+67.3%
F vs FIVE
+504.2%
-436.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.1% | +2.7% | -5.8% | -3.9% |
| 30D | 0.0% | +12.7% | -12.6% | -3.4% |
| 3M | -13.2% | +2.1% | -15.3% | -14.1% |
| 6M | -10.2% | +17.5% | -27.7% | -15.3% |
| YTD | -4.9% | +31.0% | -35.9% | -13.7% |
| 1Y | -6.1% | +67.7% | -73.8% | -20.8% |
| 3Y | +46.0% | +43.4% | +2.6% | +19.4% |
| 5Y | -15.7% | +18.1% | -33.8% | -29.2% |
| All | +67.3% | +504.2% | -436.8% | -8.8% |
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