+16.4%
B vs FIVE
+63.0%
-46.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.0% | -6.1% |
| 7D | +7.1% | +7.3% | -0.2% | +5.9% |
| 30D | -3.3% | +18.1% | -21.4% | -5.5% |
| 3M | -2.5% | +7.7% | -10.2% | -4.0% |
| 6M | -7.2% | +13.6% | -20.8% | -9.1% |
| YTD | -7.4% | +34.6% | -41.9% | -11.8% |
| 1Y | +16.4% | +66.2% | -49.8% | +4.7% |
| All | +16.4% | +63.0% | -46.5% | +4.7% |
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