+68.2%
B vs FIVE
+868.1%
-800.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.1% | -7.3% | -2.6% |
| 7D | -1.6% | +4.3% | -5.9% | -1.9% |
| 30D | +9.4% | +12.5% | -3.1% | +8.5% |
| 3M | +5.0% | +31.2% | -26.3% | +3.0% |
| 6M | -3.5% | +14.4% | -17.9% | -4.7% |
| YTD | +4.5% | +33.9% | -29.4% | +2.0% |
| 1Y | +67.8% | +65.1% | +2.7% | +61.4% |
| 3Y | +196.7% | +49.0% | +147.7% | +182.4% |
| 5Y | +151.9% | +30.3% | +121.6% | +139.2% |
| 10Y | +202.2% | +481.1% | -278.9% | +156.4% |
| All | +68.2% | +868.1% | -800.0% | +42.5% |
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