+3,553.2%
FIX vs FIVE
+504.2%
+3,049.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +9.4% | +2.7% | +6.8% | +8.6% |
| 30D | -27.8% | +12.7% | -40.4% | -30.6% |
| 3M | -35.6% | +2.1% | -37.6% | -36.5% |
| 6M | -45.2% | +17.5% | -62.7% | -49.0% |
| YTD | +19.5% | +31.0% | -11.5% | +7.3% |
| 1Y | +24.2% | +67.7% | -43.5% | +3.0% |
| 3Y | +494.2% | +43.4% | +450.8% | +380.2% |
| 5Y | +1,036.1% | +18.1% | +1,018.1% | +838.3% |
| All | +3,553.2% | +504.2% | +3,049.0% | +1,740.1% |
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