+337.2%
IR vs FIVE
+382.3%
-45.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | +4.3% | +2.4% | +1.8% | +3.6% |
| 30D | +8.1% | +15.8% | -7.8% | +3.5% |
| 3M | +0.7% | +3.8% | -3.1% | -0.8% |
| 6M | +16.6% | +18.5% | -1.9% | +9.4% |
| YTD | +7.8% | +31.2% | -23.4% | -2.3% |
| 1Y | +9.9% | +61.8% | -51.9% | -6.3% |
| 3Y | +25.2% | +39.9% | -14.7% | +3.6% |
| 5Y | +46.8% | +18.3% | +28.5% | +23.0% |
| All | +337.2% | +382.3% | -45.0% | +143.6% |
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