+62.5%
T vs FIVE
+505.3%
-442.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.2% |
| 7D | +1.6% | +2.4% | -0.8% | +1.4% |
| 30D | -2.9% | +15.8% | -18.8% | -4.5% |
| 3M | -7.5% | +3.8% | -11.3% | -8.1% |
| 6M | -9.9% | +18.5% | -28.4% | -11.9% |
| YTD | -6.4% | +31.2% | -37.7% | -9.8% |
| 1Y | -9.4% | +61.8% | -71.2% | -14.7% |
| 3Y | +64.9% | +39.9% | +25.0% | +54.8% |
| 5Y | +57.0% | +18.3% | +38.6% | +47.6% |
| All | +62.5% | +505.3% | -442.8% | +16.0% |
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