+27.2%
B vs FIVE
+55.9%
-28.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +9.6% | -0.3% | +9.9% | +9.6% |
| 30D | +3.5% | +17.7% | -14.1% | +1.4% |
| 3M | -1.6% | +4.0% | -5.6% | -2.3% |
| 6M | -1.7% | +2.6% | -4.3% | -1.7% |
| YTD | -5.3% | +27.6% | -32.9% | -9.0% |
| 1Y | +27.2% | +59.9% | -32.7% | +15.8% |
| All | +27.2% | +55.9% | -28.6% | +15.8% |
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