+894.6%
FIX vs FIVE
+15.3%
+879.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.3% | -7.3% | -10.4% |
| 7D | -27.2% | -1.7% | -25.5% | -27.1% |
| 30D | -46.9% | +14.9% | -61.9% | -49.1% |
| 3M | -44.4% | +7.6% | -52.0% | -46.0% |
| 6M | -50.9% | +6.4% | -57.3% | -52.7% |
| YTD | +3.5% | +28.1% | -24.5% | -5.4% |
| 1Y | -2.1% | +54.7% | -56.8% | -15.4% |
| 3Y | +418.7% | +36.1% | +382.7% | +332.6% |
| 5Y | +894.6% | +14.9% | +879.7% | +745.8% |
| All | +894.6% | +15.3% | +879.3% | +745.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling