-12.0%
A vs FIVE
+31.2%
-43.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -0.6% |
| 7D | -1.9% | +4.3% | -6.2% | -2.9% |
| 30D | +6.9% | +12.5% | -5.6% | +3.7% |
| 3M | +9.2% | +31.2% | -22.0% | +1.8% |
| 6M | +25.7% | +14.4% | +11.3% | +20.3% |
| YTD | +11.5% | +33.9% | -22.4% | +2.5% |
| 1Y | +18.4% | +65.1% | -46.7% | +2.9% |
| 3Y | +26.6% | +49.0% | -22.4% | +7.0% |
| All | -12.0% | +31.2% | -43.3% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling