+226.8%
LOW vs FIVE
+475.1%
-248.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | +0.4% | +3.7% | -3.3% | -0.7% |
| 30D | -10.1% | +4.0% | -14.1% | -11.3% |
| 3M | -2.9% | +36.2% | -39.1% | -11.7% |
| 6M | -19.4% | +18.0% | -37.4% | -24.3% |
| YTD | -15.4% | +34.9% | -50.3% | -23.9% |
| 1Y | -24.9% | +67.9% | -92.9% | -37.1% |
| 3Y | -7.8% | +57.3% | -65.1% | -27.1% |
| 5Y | +8.4% | +39.5% | -31.1% | -14.6% |
| 10Y | +226.8% | +496.4% | -269.6% | +51.8% |
| All | +226.8% | +475.1% | -248.3% | +51.8% |
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