-44.7%
S vs FIVE
+29.4%
-74.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.6% | +2.4% | +6.0% |
| 7D | +1.6% | +6.2% | -4.6% | -0.5% |
| 30D | -10.5% | +18.2% | -28.6% | -15.6% |
| 3M | +9.9% | +3.8% | +6.1% | +7.8% |
| 6M | +41.8% | +13.7% | +28.0% | +32.8% |
| YTD | +56.8% | +34.7% | +22.1% | +35.9% |
| 1Y | +39.0% | +66.6% | -27.6% | +10.2% |
| 3Y | +53.8% | +44.3% | +9.5% | +23.5% |
| 5Y | -68.6% | +18.8% | -87.3% | -74.3% |
| All | -44.7% | +29.4% | -74.0% | -54.3% |
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