+15.0%
A vs FIVE
+63.0%
-48.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.0% |
| 7D | +0.7% | +2.4% | -1.7% | +0.3% |
| 30D | +0.8% | +15.8% | -15.0% | -1.5% |
| 3M | +16.9% | +3.8% | +13.1% | +15.7% |
| 6M | +53.8% | +18.5% | +35.2% | +47.1% |
| YTD | +28.1% | +31.2% | -3.1% | +15.6% |
| 1Y | +15.0% | +61.8% | -46.8% | -6.4% |
| All | +15.0% | +63.0% | -48.0% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling