+387.7%
V vs FIVE
+478.4%
-90.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -2.0% |
| 7D | -1.7% | +4.3% | -6.0% | -2.5% |
| 30D | +2.0% | +12.5% | -10.5% | -0.5% |
| 3M | +17.4% | +31.2% | -13.9% | +10.9% |
| 6M | +17.5% | +14.4% | +3.1% | +13.1% |
| YTD | +7.6% | +33.9% | -26.3% | +0.1% |
| 1Y | +7.7% | +65.1% | -57.3% | -4.5% |
| 3Y | +54.7% | +49.0% | +5.7% | +33.0% |
| 5Y | +73.0% | +30.3% | +42.8% | +48.2% |
| All | +387.7% | +478.4% | -90.7% | +220.3% |
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