+621.5%
XYZ vs FIVE
+535.9%
+85.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | -2.2% | -0.5% | -1.7% | -2.0% |
| 30D | +11.6% | +17.4% | -5.8% | +3.9% |
| 3M | +8.4% | +7.0% | +1.4% | +4.5% |
| 6M | +17.2% | +20.5% | -3.3% | +5.1% |
| YTD | +31.7% | +33.1% | -1.4% | +12.0% |
| 1Y | +30.1% | +67.1% | -37.0% | -0.7% |
| 3Y | +66.4% | +41.9% | +24.5% | +21.5% |
| 5Y | -62.2% | +21.1% | -83.2% | -70.2% |
| 10Y | +621.5% | +518.8% | +102.7% | +237.3% |
| All | +621.5% | +535.9% | +85.6% | +237.3% |
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