+616.8%
A vs FIVE
+822.5%
-205.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | +3.4% | +17.7% | -14.3% | -0.2% |
| 3M | +23.8% | +4.0% | +19.9% | +22.3% |
| 6M | +49.0% | +2.6% | +46.4% | +46.8% |
| YTD | +29.4% | +27.6% | +1.8% | +21.2% |
| 1Y | +19.4% | +59.9% | -40.6% | +6.5% |
| 3Y | +66.2% | +35.8% | +30.4% | +45.0% |
| 5Y | +15.8% | +14.4% | +1.4% | +1.8% |
| 10Y | +326.1% | +576.1% | -250.1% | +161.8% |
| All | +616.8% | +822.5% | -205.6% | +272.2% |
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