+210.1%
W vs FIVE
+504.2%
-294.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +0.2% | +2.7% | -2.5% | -1.6% |
| 30D | +6.8% | +12.7% | -5.9% | -0.9% |
| 3M | +10.7% | +2.1% | +8.6% | +8.5% |
| 6M | +86.3% | +17.5% | +68.9% | +62.8% |
| YTD | +11.5% | +31.0% | -19.5% | -10.7% |
| 1Y | +5.1% | +67.7% | -62.6% | -29.2% |
| 3Y | +171.0% | +43.4% | +127.6% | +84.0% |
| 5Y | -56.6% | +18.1% | -74.7% | -65.4% |
| All | +210.1% | +504.2% | -294.0% | +14.3% |
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