+51.6%
B vs FIVE
+826.1%
-774.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +0.8% |
| 7D | +4.3% | -1.7% | +6.0% | +4.5% |
| 30D | -0.9% | +14.9% | -15.9% | -1.9% |
| 3M | -1.4% | +7.6% | -9.0% | -1.9% |
| 6M | +5.0% | +6.4% | -1.4% | +4.3% |
| YTD | -5.8% | +28.1% | -33.9% | -7.8% |
| 1Y | +25.6% | +54.7% | -29.1% | +21.4% |
| 3Y | +161.6% | +36.1% | +125.6% | +150.6% |
| 5Y | +135.2% | +14.9% | +120.3% | +125.2% |
| 10Y | +170.7% | +578.8% | -408.1% | +128.7% |
| All | +51.6% | +826.1% | -774.5% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling