+54.1%
T vs FIVE
+596.6%
-542.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | +0.2% |
| 7D | +1.7% | +6.2% | -4.5% | +1.0% |
| 30D | -1.7% | +18.2% | -19.9% | -3.5% |
| 3M | -7.3% | +3.8% | -11.2% | -7.9% |
| 6M | -11.2% | +13.7% | -24.9% | -12.8% |
| YTD | -8.1% | +34.7% | -42.8% | -11.6% |
| 1Y | -8.0% | +66.6% | -74.7% | -13.6% |
| 3Y | +62.1% | +44.3% | +17.9% | +51.8% |
| 5Y | +55.7% | +18.8% | +36.9% | +46.6% |
| 10Y | +54.1% | +569.2% | -515.1% | +11.5% |
| All | +54.1% | +596.6% | -542.4% | +11.5% |
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