+1,001.8%
TER vs FIVE
+596.6%
+405.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.6% | +7.1% | +10.7% |
| 7D | -5.8% | +6.2% | -11.9% | -7.7% |
| 30D | -38.9% | +18.2% | -57.1% | -42.6% |
| 3M | -35.1% | +3.8% | -39.0% | -36.5% |
| 6M | -31.6% | +13.7% | -45.3% | -36.0% |
| YTD | +27.2% | +34.7% | -7.5% | +12.3% |
| 1Y | +35.2% | +66.6% | -31.4% | +10.4% |
| 3Y | +192.8% | +44.3% | +148.5% | +131.2% |
| 5Y | +72.4% | +18.8% | +53.7% | +40.7% |
| 10Y | +1,001.8% | +569.2% | +432.7% | +493.0% |
| All | +1,001.8% | +596.6% | +405.3% | +493.0% |
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