-7.1%
M vs FIVE
+535.9%
-543.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | -3.3% | -0.5% | -2.8% | -2.9% |
| 30D | +8.1% | +17.4% | -9.3% | +0.1% |
| 3M | +2.2% | +7.0% | -4.8% | -1.4% |
| 6M | +35.1% | +20.5% | +14.7% | +21.2% |
| YTD | +15.8% | +33.1% | -17.3% | -2.4% |
| 1Y | +25.8% | +67.1% | -41.2% | -5.5% |
| 3Y | +156.2% | +41.9% | +114.3% | +87.7% |
| 5Y | -2.4% | +21.1% | -23.4% | -23.5% |
| 10Y | -7.1% | +518.8% | -525.9% | -64.5% |
| All | -7.1% | +535.9% | -543.0% | -64.5% |
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