+3,604.4%
FIX vs FIVE
+505.3%
+3,099.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.4% |
| 7D | +17.0% | +2.4% | +14.6% | +16.2% |
| 30D | -30.6% | +15.8% | -46.4% | -33.9% |
| 3M | -35.0% | +3.8% | -38.8% | -36.3% |
| 6M | -44.0% | +18.5% | -62.5% | -48.0% |
| YTD | +21.1% | +31.2% | -10.1% | +8.7% |
| 1Y | +16.3% | +61.8% | -45.6% | -2.4% |
| 3Y | +507.4% | +39.9% | +467.5% | +395.0% |
| 5Y | +1,052.1% | +18.3% | +1,033.8% | +850.9% |
| All | +3,604.4% | +505.3% | +3,099.1% | +1,764.8% |
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