+138.0%
B vs FIVE
+14.2%
+123.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.2% |
| 3M | -1.6% | +4.0% | -5.6% | -2.0% |
| 6M | -1.7% | +2.6% | -4.3% | -2.2% |
| YTD | -5.3% | +27.6% | -32.9% | -7.5% |
| 1Y | +27.2% | +59.9% | -32.7% | +22.1% |
| 3Y | +166.1% | +35.8% | +130.3% | +157.2% |
| All | +138.0% | +14.2% | +123.8% | +125.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling