+995.4%
TER vs FIVE
+504.2%
+491.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | +14.4% | +2.7% | +11.7% | +13.4% |
| 30D | -30.6% | +12.7% | -43.2% | -33.6% |
| 3M | -39.2% | +2.1% | -41.2% | -40.2% |
| 6M | -31.3% | +17.5% | -48.7% | -36.4% |
| YTD | +29.1% | +31.0% | -1.9% | +15.0% |
| 1Y | +47.4% | +67.7% | -20.3% | +20.0% |
| 3Y | +191.2% | +43.4% | +147.9% | +130.2% |
| 5Y | +74.0% | +18.1% | +55.9% | +42.3% |
| All | +995.4% | +504.2% | +491.3% | +497.3% |
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