-9.5%
M vs FIVE
+505.3%
-514.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.4% |
| 7D | +0.6% | +2.4% | -1.9% | -0.5% |
| 30D | +7.0% | +15.8% | -8.9% | -0.2% |
| 3M | +3.1% | +3.8% | -0.6% | +1.1% |
| 6M | +33.5% | +18.5% | +15.0% | +20.7% |
| YTD | +13.4% | +31.2% | -17.8% | -3.8% |
| 1Y | +22.4% | +61.8% | -39.4% | -6.6% |
| 3Y | +150.9% | +39.9% | +111.0% | +85.1% |
| 5Y | -3.0% | +18.3% | -21.4% | -23.2% |
| All | -9.5% | +505.3% | -514.8% | -65.0% |
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