+652.6%
P vs FIVE
+562.8%
+89.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -13.3% | +7.3% | -20.7% | -15.3% |
| 30D | -34.0% | +18.1% | -52.0% | -37.7% |
| 3M | +4.1% | +7.7% | -3.6% | +0.8% |
| 6M | +30.5% | +13.6% | +16.9% | +22.1% |
| YTD | +52.2% | +34.6% | +17.6% | +33.5% |
| 1Y | +10.3% | +66.2% | -56.0% | -10.8% |
| 3Y | +180.9% | +43.5% | +137.4% | +119.3% |
| 5Y | +259.7% | +20.7% | +239.1% | +185.9% |
| 10Y | +652.6% | +541.5% | +111.1% | +276.1% |
| All | +652.6% | +562.8% | +89.8% | +276.1% |
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