+4.6%
MKTX vs FIVE
+491.7%
-487.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.2% |
| 7D | -0.2% | -3.0% | +2.8% | +0.1% |
| 30D | +0.7% | +2.7% | -2.0% | +0.3% |
| 3M | +40.8% | +21.1% | +19.7% | +37.5% |
| 6M | -8.0% | +11.9% | -19.9% | -9.7% |
| YTD | -8.7% | +29.9% | -38.6% | -12.1% |
| 1Y | -11.8% | +67.8% | -79.6% | -17.9% |
| 3Y | -24.0% | +52.8% | -76.8% | -30.1% |
| 5Y | -60.3% | +31.3% | -91.6% | -63.5% |
| All | +4.6% | +491.7% | -487.1% | -25.1% |
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