+49.6%
O vs FIVE
+477.5%
-427.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -1.6% |
| 7D | -0.7% | +4.3% | -5.0% | -1.5% |
| 30D | -1.9% | +12.5% | -14.4% | -4.0% |
| 3M | +3.8% | +31.2% | -27.4% | -1.1% |
| 6M | -4.7% | +14.4% | -19.1% | -7.7% |
| YTD | +12.5% | +33.9% | -21.4% | +5.9% |
| 1Y | +10.8% | +65.1% | -54.2% | +0.2% |
| 3Y | +28.8% | +49.0% | -20.2% | +14.4% |
| 5Y | +13.2% | +30.3% | -17.1% | -0.3% |
| All | +49.6% | +477.5% | -427.9% | -7.5% |
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