+561.8%
ON vs FIVE
+475.1%
+86.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.2% | -4.8% |
| 7D | -2.2% | +3.7% | -5.8% | -3.8% |
| 30D | -12.4% | +4.0% | -16.4% | -14.4% |
| 3M | -41.2% | +36.2% | -77.4% | -49.3% |
| 6M | +25.0% | +18.0% | +7.0% | +13.2% |
| YTD | +31.3% | +34.9% | -3.6% | +11.4% |
| 1Y | +45.4% | +67.9% | -22.5% | +11.4% |
| 3Y | -27.4% | +57.3% | -84.7% | -48.9% |
| 5Y | +58.5% | +39.5% | +18.9% | +14.4% |
| 10Y | +561.8% | +496.4% | +65.4% | +210.4% |
| All | +561.8% | +475.1% | +86.7% | +210.4% |
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