+217.0%
W vs FIVE
+562.8%
-345.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | +1.1% | +7.3% | -6.3% | -3.3% |
| 30D | +6.4% | +18.1% | -11.6% | -4.4% |
| 3M | +9.0% | +7.7% | +1.3% | +2.9% |
| 6M | +69.8% | +13.6% | +56.2% | +52.0% |
| YTD | +12.1% | +34.6% | -22.5% | -11.9% |
| 1Y | 0.0% | +66.2% | -66.2% | -32.1% |
| 3Y | +160.3% | +43.5% | +116.9% | +77.0% |
| 5Y | -53.3% | +20.7% | -74.0% | -63.3% |
| 10Y | +217.0% | +541.5% | -324.5% | +13.3% |
| All | +217.0% | +562.8% | -345.8% | +13.3% |
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