+21.3%
AR vs FIVE
+66.7%
-45.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -0.9% |
| 7D | +2.5% | +4.3% | -1.8% | +2.4% |
| 30D | +14.8% | +12.5% | +2.3% | +14.1% |
| 3M | +6.2% | +31.2% | -25.0% | +4.5% |
| 6M | +4.3% | +14.4% | -10.1% | +2.8% |
| YTD | +14.4% | +33.9% | -19.5% | +8.6% |
| 1Y | +21.3% | +65.1% | -43.7% | +8.3% |
| All | +21.3% | +66.7% | -45.4% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling