+476.8%
FIVE vs BG
+171.4%
+305.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -2.6% |
| 7D | +0.6% | +3.7% | -3.2% | -0.6% |
| 30D | +3.0% | +12.3% | -9.3% | -0.9% |
| 3M | +23.2% | -2.2% | +25.4% | +23.2% |
| 6M | +9.2% | +5.3% | +3.8% | +6.2% |
| YTD | +28.1% | +42.4% | -14.3% | +12.4% |
| 1Y | +65.3% | +55.2% | +10.1% | +40.1% |
| 3Y | +49.4% | +21.0% | +28.4% | +34.7% |
| 5Y | +29.5% | +87.1% | -57.6% | -6.6% |
| All | +476.8% | +171.4% | +305.4% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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