+3,653.2%
FIX vs FIVE
+563.4%
+3,089.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.6% |
| 7D | -17.5% | -0.3% | -17.2% | -17.7% |
| 30D | -41.6% | +17.7% | -59.2% | -44.7% |
| 3M | -40.6% | +4.0% | -44.6% | -41.9% |
| 6M | -49.4% | +2.6% | -52.0% | -50.9% |
| YTD | +9.2% | +27.6% | -18.4% | -1.2% |
| 1Y | +6.5% | +59.9% | -53.5% | -10.4% |
| 3Y | +448.7% | +35.8% | +413.0% | +350.8% |
| 5Y | +948.7% | +14.4% | +934.3% | +773.5% |
| All | +3,653.2% | +563.4% | +3,089.7% | +1,734.6% |
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