+941.3%
ALL vs FIVE
+826.1%
+115.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.3% |
| 7D | +4.2% | -1.7% | +5.9% | +4.4% |
| 30D | +18.9% | +14.9% | +4.0% | +16.7% |
| 3M | +1.2% | +7.6% | -6.4% | 0.0% |
| 6M | +23.2% | +6.4% | +16.8% | +21.5% |
| YTD | +30.0% | +28.1% | +1.9% | +24.5% |
| 1Y | +39.6% | +54.7% | -15.1% | +30.2% |
| 3Y | +115.2% | +36.1% | +79.2% | +97.4% |
| 5Y | +156.2% | +14.9% | +141.4% | +135.5% |
| 10Y | +398.0% | +578.8% | -180.8% | +248.9% |
| All | +941.3% | +826.1% | +115.1% | +587.1% |
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 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