+454.5%
V vs FIVE
+562.8%
-108.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.6% | +7.3% | -6.7% | -0.8% |
| 30D | +9.7% | +18.1% | -8.3% | +6.2% |
| 3M | +17.3% | +7.7% | +9.6% | +15.3% |
| 6M | +33.2% | +13.6% | +19.6% | +28.7% |
| YTD | +21.3% | +34.6% | -13.3% | +12.6% |
| 1Y | +27.3% | +66.2% | -38.9% | +13.1% |
| 3Y | +76.1% | +43.5% | +32.6% | +52.9% |
| 5Y | +103.5% | +20.7% | +82.8% | +78.0% |
| 10Y | +454.5% | +541.5% | -87.0% | +267.5% |
| All | +454.5% | +562.8% | -108.3% | +267.5% |
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