+272.5%
RF vs FIVE
+563.4%
-291.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | +6.0% | +17.7% | -11.6% | +1.0% |
| 3M | -8.9% | +4.0% | -12.9% | -10.5% |
| 6M | +2.3% | +2.6% | -0.3% | 0.0% |
| YTD | +7.6% | +27.6% | -20.0% | -2.1% |
| 1Y | +21.2% | +59.9% | -38.8% | +2.9% |
| 3Y | +108.5% | +35.8% | +72.8% | +73.0% |
| 5Y | +43.2% | +14.4% | +28.8% | +20.5% |
| All | +272.5% | +563.4% | -291.0% | +87.7% |
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