+520.4%
ON vs FIVE
+542.9%
-22.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -4.1% | +7.3% | -11.5% | -7.0% |
| 30D | -10.2% | +18.1% | -28.3% | -16.7% |
| 3M | -12.7% | +7.7% | -20.5% | -16.5% |
| 6M | -32.5% | +13.6% | -46.2% | -37.9% |
| YTD | +28.6% | +34.6% | -6.0% | +8.5% |
| 1Y | +43.4% | +66.2% | -22.8% | +9.6% |
| 3Y | +3.3% | +43.5% | -40.2% | -23.9% |
| 5Y | +22.5% | +20.7% | +1.8% | -5.7% |
| All | +520.4% | +542.9% | -22.5% | +174.4% |
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