+23.1%
Q vs FIVE
+47.0%
-23.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.4% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | -9.8% | +17.7% | -27.5% | -13.8% |
| 3M | -12.2% | +4.0% | -16.2% | -13.9% |
| 6M | -21.6% | +2.6% | -24.2% | -22.5% |
| YTD | +43.6% | +27.6% | +16.0% | +23.3% |
| 1Y | +25.7% | +59.9% | -34.3% | -6.4% |
| All | +23.1% | +47.0% | -23.9% | -5.4% |
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