+1,683.2%
TER vs FIVE
+478.4%
+1,204.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.1% | +0.4% | +3.6% |
| 7D | +0.6% | +4.3% | -3.6% | -0.9% |
| 30D | -8.3% | +12.5% | -20.8% | -12.6% |
| 3M | -12.2% | +31.2% | -43.5% | -21.2% |
| 6M | +17.1% | +14.4% | +2.7% | +10.0% |
| YTD | +84.7% | +33.9% | +50.8% | +64.1% |
| 1Y | +199.9% | +65.1% | +134.9% | +147.3% |
| 3Y | +232.8% | +49.0% | +183.8% | +160.6% |
| 5Y | +198.6% | +30.3% | +168.3% | +137.1% |
| All | +1,683.2% | +478.4% | +1,204.7% | +881.9% |
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