-16.1%
Z vs FIVE
+563.4%
-579.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -4.6% | -0.3% | -4.3% | -4.2% |
| 30D | +8.3% | +17.7% | -9.3% | +2.4% |
| 3M | -11.6% | +4.0% | -15.6% | -13.0% |
| 6M | -33.6% | +2.6% | -36.3% | -35.2% |
| YTD | -56.7% | +27.6% | -84.3% | -61.3% |
| 1Y | -59.1% | +59.9% | -119.1% | -66.5% |
| 3Y | -20.4% | +35.8% | -56.1% | -36.8% |
| 5Y | -55.3% | +14.4% | -69.7% | -63.4% |
| All | -16.1% | +563.4% | -579.5% | -55.9% |
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