+99.9%
IT vs FIVE
+563.4%
-463.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -16.9% | -0.3% | -16.6% | -16.8% |
| 30D | +2.3% | +17.7% | -15.3% | -1.3% |
| 3M | +2.9% | +4.0% | -1.1% | +1.6% |
| 6M | +25.9% | +2.6% | +23.2% | +23.9% |
| YTD | -24.6% | +27.6% | -52.2% | -29.9% |
| 1Y | -16.0% | +59.9% | -76.0% | -26.0% |
| 3Y | -51.6% | +35.8% | -87.3% | -58.2% |
| 5Y | -42.6% | +14.4% | -57.1% | -50.0% |
| All | +99.9% | +563.4% | -463.6% | +30.9% |
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