+346.5%
RF vs FIVE
+478.4%
-132.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.5% |
| 7D | +1.3% | +4.3% | -2.9% | 0.0% |
| 30D | -3.6% | +12.5% | -16.1% | -7.2% |
| 3M | +8.1% | +31.2% | -23.2% | -0.8% |
| 6M | +11.5% | +14.4% | -2.9% | +5.3% |
| YTD | +15.6% | +33.9% | -18.3% | +4.0% |
| 1Y | +15.7% | +65.1% | -49.4% | -2.9% |
| 3Y | +86.9% | +49.0% | +37.9% | +50.8% |
| 5Y | +89.8% | +30.3% | +59.5% | +52.5% |
| All | +346.5% | +478.4% | -132.0% | +121.5% |
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