+655.3%
P vs FIVE
+535.9%
+119.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +4.8% |
| 7D | -4.7% | -0.5% | -4.2% | -4.3% |
| 30D | -31.4% | +17.4% | -48.8% | -35.1% |
| 3M | -2.6% | +7.0% | -9.7% | -5.5% |
| 6M | +21.9% | +20.5% | +1.5% | +12.2% |
| YTD | +58.9% | +33.1% | +25.8% | +39.9% |
| 1Y | +21.7% | +67.1% | -45.3% | -1.7% |
| 3Y | +193.3% | +41.9% | +151.4% | +129.9% |
| 5Y | +275.1% | +21.1% | +254.1% | +197.6% |
| 10Y | +655.3% | +518.8% | +136.5% | +283.5% |
| All | +655.3% | +535.9% | +119.4% | +283.5% |
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