+157.6%
ALL vs FIVE
+18.8%
+138.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -0.1% | +7.3% | -7.5% | -0.7% |
| 30D | +13.8% | +18.1% | -4.2% | +12.4% |
| 3M | -2.8% | +7.7% | -10.5% | -3.4% |
| 6M | +23.7% | +13.6% | +10.0% | +22.2% |
| YTD | +27.3% | +34.6% | -7.3% | +23.9% |
| 1Y | +30.5% | +66.2% | -35.7% | +24.9% |
| 3Y | +113.0% | +43.5% | +69.5% | +107.3% |
| 5Y | +157.6% | +20.7% | +136.9% | +150.5% |
| All | +157.6% | +18.8% | +138.8% | +150.5% |
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 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