+508.3%
FIVE vs BG
+108.1%
+400.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -0.5% | +3.4% | -3.9% | -1.5% |
| 30D | +17.4% | -3.8% | +21.2% | +18.6% |
| 3M | +7.0% | -9.6% | +16.6% | +9.6% |
| 6M | +20.5% | -19.5% | +40.0% | +27.5% |
| YTD | +33.1% | +14.6% | +18.5% | +24.1% |
| 1Y | +67.1% | +6.6% | +60.4% | +59.5% |
| 3Y | +41.9% | +4.7% | +37.2% | +32.7% |
| 5Y | +21.1% | +22.1% | -1.0% | +1.8% |
| All | +508.3% | +108.1% | +400.1% | +250.6% |
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