+625.8%
A vs FIVE
+862.5%
-236.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | +3.3% | +17.4% | -14.1% | -0.2% |
| 3M | +18.5% | +7.0% | +11.5% | +16.4% |
| 6M | +59.3% | +20.5% | +38.8% | +51.8% |
| YTD | +31.0% | +33.1% | -2.1% | +21.6% |
| 1Y | +19.3% | +67.1% | -47.8% | +5.5% |
| 3Y | +66.8% | +41.9% | +24.9% | +44.2% |
| 5Y | +15.5% | +21.1% | -5.6% | +0.4% |
| 10Y | +312.3% | +518.8% | -206.5% | +156.3% |
| All | +625.8% | +862.5% | -236.7% | +273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling