-26.6%
U vs FIVE
+80.7%
-107.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.8% |
| 7D | +2.8% | +2.4% | +0.4% | +1.4% |
| 30D | +7.6% | +15.8% | -8.2% | -1.1% |
| 3M | +12.7% | +3.8% | +8.9% | +8.7% |
| 6M | +87.0% | +18.5% | +68.4% | +65.8% |
| YTD | +13.6% | +31.2% | -17.6% | -5.8% |
| 1Y | +25.3% | +61.8% | -36.5% | -7.4% |
| 3Y | +85.8% | +39.9% | +45.9% | +35.9% |
| 5Y | -74.5% | +18.3% | -92.8% | -81.2% |
| All | -26.6% | +80.7% | -107.3% | -51.3% |
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