+78.5%
FTV vs FIVE
+475.1%
-396.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -0.4% | +3.7% | -4.1% | -1.3% |
| 30D | -8.3% | +4.0% | -12.3% | -9.3% |
| 3M | -7.4% | +36.2% | -43.6% | -14.4% |
| 6M | -1.2% | +18.0% | -19.2% | -6.4% |
| YTD | +2.7% | +34.9% | -32.2% | -6.0% |
| 1Y | +18.4% | +67.9% | -49.5% | +2.2% |
| 3Y | -2.0% | +57.3% | -59.4% | -19.6% |
| 5Y | +3.4% | +39.5% | -36.1% | -15.7% |
| 10Y | +78.5% | +496.4% | -417.9% | +0.7% |
| All | +78.5% | +475.1% | -396.6% | +0.7% |
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