+215.9%
FITB vs FIVE
+535.9%
-320.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | +7.0% | +17.4% | -10.4% | +1.9% |
| 3M | -4.8% | +7.0% | -11.8% | -7.2% |
| 6M | +13.5% | +20.5% | -6.9% | +5.5% |
| YTD | +19.1% | +33.1% | -14.0% | +6.5% |
| 1Y | +30.8% | +67.1% | -36.3% | +8.8% |
| 3Y | +141.6% | +41.9% | +99.7% | +96.3% |
| 5Y | +48.3% | +21.1% | +27.2% | +21.9% |
| 10Y | +215.9% | +518.8% | -302.9% | +62.1% |
| All | +215.9% | +535.9% | -320.0% | +62.1% |
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