+1,006.2%
TER vs FIVE
+562.8%
+443.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -8.9% | +7.3% | -16.2% | -11.1% |
| 30D | -39.1% | +18.1% | -57.1% | -42.7% |
| 3M | -32.8% | +7.7% | -40.5% | -35.1% |
| 6M | -31.7% | +13.6% | -45.4% | -36.1% |
| YTD | +26.9% | +34.6% | -7.7% | +12.0% |
| 1Y | +33.6% | +66.2% | -32.7% | +9.2% |
| 3Y | +181.5% | +43.5% | +138.0% | +122.7% |
| 5Y | +76.1% | +20.7% | +55.5% | +42.9% |
| 10Y | +1,006.2% | +541.5% | +464.7% | +492.8% |
| All | +1,006.2% | +562.8% | +443.4% | +492.8% |
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