+3,800.0%
FIX vs FIVE
+596.6%
+3,203.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.6% | +3.8% | +7.7% |
| 7D | -7.2% | +6.2% | -13.4% | -9.2% |
| 30D | -35.1% | +18.2% | -53.3% | -38.6% |
| 3M | -34.3% | +3.8% | -38.1% | -35.6% |
| 6M | -42.9% | +13.7% | -56.7% | -46.4% |
| YTD | +19.5% | +34.7% | -15.3% | +6.3% |
| 1Y | +16.8% | +66.6% | -49.9% | -2.9% |
| 3Y | +506.7% | +44.3% | +462.4% | +389.5% |
| 5Y | +1,046.7% | +18.8% | +1,027.9% | +845.9% |
| 10Y | +3,800.0% | +569.2% | +3,230.8% | +1,806.0% |
| All | +3,800.0% | +596.6% | +3,203.4% | +1,806.0% |
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