+61.4%
T vs FIVE
+535.9%
-474.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.6% |
| 7D | +2.0% | -0.5% | +2.5% | +2.0% |
| 30D | -1.0% | +17.4% | -18.4% | -2.7% |
| 3M | -8.1% | +7.0% | -15.2% | -9.0% |
| 6M | -8.3% | +20.5% | -28.7% | -10.5% |
| YTD | -6.1% | +33.1% | -39.2% | -9.7% |
| 1Y | -7.4% | +67.1% | -74.5% | -13.1% |
| 3Y | +65.4% | +41.9% | +23.5% | +55.2% |
| 5Y | +57.6% | +21.1% | +36.6% | +47.8% |
| 10Y | +61.4% | +518.8% | -457.4% | +15.3% |
| All | +61.4% | +535.9% | -474.5% | +15.3% |
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