+82.1%
RUN vs FIVE
+514.1%
-432.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.1% | +5.2% | +4.7% |
| 7D | +3.2% | -0.5% | +3.7% | +2.9% |
| 30D | +19.5% | +17.4% | +2.1% | +9.3% |
| 3M | -9.6% | +7.0% | -16.6% | -14.1% |
| 6M | -37.3% | +20.5% | -57.8% | -44.7% |
| YTD | -50.7% | +33.1% | -83.8% | -59.1% |
| 1Y | -54.1% | +67.1% | -121.2% | -66.1% |
| 3Y | -3.9% | +41.9% | -45.8% | -28.4% |
| 5Y | -84.4% | +21.1% | -105.5% | -87.7% |
| All | +82.1% | +514.1% | -432.0% | -16.8% |
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