+8.6%
AR vs FIVE
+66.9%
-58.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.5% |
| 7D | +2.1% | -0.5% | +2.6% | +2.0% |
| 30D | +4.5% | +17.4% | -12.9% | +5.9% |
| 3M | +1.0% | +7.0% | -6.0% | +1.8% |
| 6M | +4.4% | +20.5% | -16.0% | +5.3% |
| YTD | +10.9% | +33.1% | -22.2% | +8.5% |
| 1Y | +8.6% | +67.1% | -58.5% | +0.6% |
| All | +8.6% | +66.9% | -58.4% | +0.6% |
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