+213.8%
FFIV vs FIVE
+478.4%
-264.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.5% |
| 7D | -1.0% | +4.3% | -5.2% | -1.9% |
| 30D | -5.1% | +12.5% | -17.6% | -7.7% |
| 3M | -4.5% | +31.2% | -35.7% | -10.4% |
| 6M | +36.5% | +14.4% | +22.1% | +30.9% |
| YTD | +53.0% | +33.9% | +19.1% | +41.5% |
| 1Y | +24.2% | +65.1% | -40.8% | +9.3% |
| 3Y | +137.2% | +49.0% | +88.2% | +101.7% |
| 5Y | +91.8% | +30.3% | +61.5% | +62.8% |
| All | +213.8% | +478.4% | -264.6% | +119.0% |
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