+539.2%
MAR vs FIVE
+535.9%
+3.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +16.2% | +17.4% | -1.2% | +11.1% |
| 3M | +23.1% | +7.0% | +16.0% | +20.2% |
| 6M | +22.0% | +20.5% | +1.5% | +14.2% |
| YTD | +39.2% | +33.1% | +6.0% | +26.0% |
| 1Y | +48.3% | +67.1% | -18.8% | +25.7% |
| 3Y | +123.4% | +41.9% | +81.5% | +84.7% |
| 5Y | +185.4% | +21.1% | +164.3% | +137.9% |
| 10Y | +539.2% | +518.8% | +20.4% | +270.3% |
| All | +539.2% | +535.9% | +3.3% | +270.3% |
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