+67.7%
A vs FIVE
+43.9%
+23.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +1.4% | +7.3% | -6.0% | 0.0% |
| 30D | +4.3% | +18.1% | -13.8% | +1.2% |
| 3M | +19.8% | +7.7% | +12.1% | +17.7% |
| 6M | +54.4% | +13.6% | +40.8% | +49.6% |
| YTD | +31.7% | +34.6% | -2.9% | +23.0% |
| 1Y | +22.4% | +66.2% | -43.8% | +9.8% |
| 3Y | +67.7% | +43.5% | +24.2% | +38.9% |
| All | +67.7% | +43.9% | +23.8% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling