+325.3%
IR vs FIVE
+368.9%
-43.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +3.7% | -0.3% | +3.9% | +3.6% |
| 30D | +7.4% | +17.7% | -10.2% | +2.5% |
| 3M | -5.9% | +4.0% | -9.9% | -7.5% |
| 6M | +5.6% | +2.6% | +3.0% | +3.2% |
| YTD | +4.8% | +27.6% | -22.7% | -4.2% |
| 1Y | +6.9% | +59.9% | -53.0% | -8.5% |
| 3Y | +27.6% | +35.8% | -8.2% | +6.4% |
| 5Y | +45.8% | +14.4% | +31.4% | +23.3% |
| All | +325.3% | +368.9% | -43.6% | +138.8% |
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