+1,449.6%
NET vs FIVE
+86.6%
+1,363.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.1% | -7.1% | -3.9% |
| 7D | -7.0% | +4.3% | -11.2% | -8.6% |
| 30D | -4.8% | +12.5% | -17.3% | -9.5% |
| 3M | +3.8% | +31.2% | -27.4% | -7.5% |
| 6M | +50.0% | +14.4% | +35.7% | +39.1% |
| YTD | +41.5% | +33.9% | +7.6% | +22.8% |
| 1Y | +32.8% | +65.1% | -32.2% | +5.2% |
| 3Y | +335.9% | +49.0% | +286.9% | +230.0% |
| 5Y | +113.8% | +30.3% | +83.5% | +67.2% |
| All | +1,449.6% | +86.6% | +1,363.0% | +921.1% |
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