+913.4%
ALL vs FIVE
+868.1%
+45.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -2.0% |
| 7D | 0.0% | +4.3% | -4.2% | -0.5% |
| 30D | -1.5% | +12.5% | -14.0% | -3.1% |
| 3M | +23.6% | +31.2% | -7.6% | +19.0% |
| 6M | +22.3% | +14.4% | +8.0% | +19.3% |
| YTD | +26.5% | +33.9% | -7.4% | +20.6% |
| 1Y | +27.0% | +65.1% | -38.0% | +17.2% |
| 3Y | +149.6% | +49.0% | +100.6% | +125.9% |
| 5Y | +118.1% | +30.3% | +87.8% | +96.3% |
| 10Y | +369.0% | +481.1% | -112.1% | +232.2% |
| All | +913.4% | +868.1% | +45.2% | +565.4% |
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