+532.6%
UUUU vs FIVE
+486.0%
+46.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.3% | +0.4% |
| 7D | +1.8% | +1.7% | +0.2% | +1.2% |
| 30D | +1.8% | +5.0% | -3.2% | +0.1% |
| 3M | +1.3% | +29.5% | -28.2% | -7.2% |
| 6M | -26.8% | +12.4% | -39.2% | -30.1% |
| YTD | +0.1% | +31.2% | -31.1% | -9.3% |
| 1Y | +11.2% | +72.9% | -61.6% | -8.5% |
| 3Y | +97.7% | +53.0% | +44.7% | +54.9% |
| 5Y | +127.3% | +34.2% | +93.2% | +81.5% |
| 10Y | +532.6% | +497.6% | +35.0% | +181.7% |
| All | +532.6% | +486.0% | +46.6% | +181.7% |
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