+103.3%
RUN vs FIVE
+596.6%
-493.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.6% | -8.0% | -5.2% |
| 7D | +18.1% | +6.2% | +11.9% | +13.9% |
| 30D | +27.5% | +18.2% | +9.3% | +16.2% |
| 3M | -4.5% | +3.8% | -8.4% | -7.9% |
| 6M | -33.3% | +13.7% | -47.1% | -39.5% |
| YTD | -47.1% | +34.7% | -81.8% | -56.3% |
| 1Y | -43.1% | +66.6% | -109.8% | -58.0% |
| 3Y | -3.0% | +44.3% | -47.3% | -28.3% |
| 5Y | -82.6% | +18.8% | -101.4% | -86.2% |
| 10Y | +103.3% | +569.2% | -465.9% | -8.7% |
| All | +103.3% | +596.6% | -493.2% | -8.7% |
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