-48.8%
S vs FIVE
+22.5%
-71.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -13.4% | -0.3% | -13.2% | -13.3% |
| 30D | -14.0% | +17.7% | -31.6% | -18.8% |
| 3M | +4.9% | +4.0% | +0.9% | +2.7% |
| 6M | +42.0% | +2.6% | +39.4% | +37.9% |
| YTD | +45.1% | +27.6% | +17.6% | +28.2% |
| 1Y | +33.1% | +59.9% | -26.9% | +7.0% |
| 3Y | +40.6% | +35.8% | +4.9% | +15.6% |
| 5Y | -67.5% | +14.4% | -81.9% | -73.0% |
| All | -48.8% | +22.5% | -71.3% | -56.9% |
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