+516.0%
ON vs FIVE
+596.6%
-80.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.6% | +3.6% | +6.7% |
| 7D | -1.4% | +6.2% | -7.6% | -3.9% |
| 30D | -10.9% | +18.2% | -29.0% | -17.3% |
| 3M | -14.9% | +3.8% | -18.7% | -17.2% |
| 6M | -33.0% | +13.7% | -46.8% | -38.3% |
| YTD | +27.6% | +34.7% | -7.1% | +7.7% |
| 1Y | +44.5% | +66.6% | -22.1% | +10.4% |
| 3Y | +7.4% | +44.3% | -36.9% | -21.1% |
| 5Y | +18.7% | +18.8% | 0.0% | -7.9% |
| 10Y | +516.0% | +569.2% | -53.2% | +170.3% |
| All | +516.0% | +596.6% | -80.6% | +170.3% |
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