-27.4%
U vs FIVE
+83.3%
-110.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.8% |
| 7D | +16.9% | -0.5% | +17.4% | +16.7% |
| 30D | +6.4% | +17.4% | -11.0% | -2.9% |
| 3M | +13.2% | +7.0% | +6.1% | +7.5% |
| 6M | +84.8% | +20.5% | +64.3% | +62.6% |
| YTD | +12.4% | +33.1% | -20.7% | -7.4% |
| 1Y | +19.8% | +67.1% | -47.3% | -13.0% |
| 3Y | +83.8% | +41.9% | +41.9% | +33.5% |
| 5Y | -72.7% | +21.1% | -93.8% | -80.1% |
| All | -27.4% | +83.3% | -110.7% | -52.2% |
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