+292.5%
LOW vs FIVE
+505.3%
-212.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | +0.1% | +2.4% | -2.3% | -0.6% |
| 30D | +21.3% | +15.8% | +5.4% | +16.2% |
| 3M | +6.0% | +3.8% | +2.2% | +4.5% |
| 6M | +2.6% | +18.5% | -16.0% | -3.5% |
| YTD | -3.6% | +31.2% | -34.8% | -12.6% |
| 1Y | -1.0% | +61.8% | -62.8% | -15.8% |
| 3Y | +24.2% | +39.9% | -15.7% | +2.3% |
| 5Y | +6.3% | +18.3% | -12.0% | -11.1% |
| All | +292.5% | +505.3% | -212.8% | +82.9% |
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