+479.7%
NDAQ vs FIVE
+535.9%
-56.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | +16.3% | +17.4% | -1.1% | +12.8% |
| 3M | +15.8% | +7.0% | +8.8% | +14.0% |
| 6M | +24.8% | +20.5% | +4.4% | +19.5% |
| YTD | +14.1% | +33.1% | -19.0% | +6.7% |
| 1Y | +26.5% | +67.1% | -40.6% | +13.3% |
| 3Y | +119.1% | +41.9% | +77.2% | +92.9% |
| 5Y | +70.9% | +21.1% | +49.9% | +50.8% |
| 10Y | +479.7% | +518.8% | -39.1% | +285.9% |
| All | +479.7% | +535.9% | -56.2% | +285.9% |
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