+146.2%
B vs FIVE
+19.1%
+127.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.6% | -1.4% | +3.7% |
| 7D | +11.3% | +6.2% | +5.1% | +10.8% |
| 30D | +2.9% | +18.2% | -15.2% | +1.5% |
| 3M | -2.9% | +3.8% | -6.7% | -3.3% |
| 6M | -1.2% | +13.7% | -14.9% | -2.5% |
| YTD | -1.3% | +34.7% | -36.1% | -4.0% |
| 1Y | +30.4% | +66.6% | -36.2% | +24.8% |
| 3Y | +195.3% | +44.3% | +151.0% | +183.8% |
| 5Y | +146.2% | +18.8% | +127.5% | +131.6% |
| All | +146.2% | +19.1% | +127.1% | +131.6% |
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 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