+360.5%
BE vs FIVE
+66.7%
+293.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.1% | +2.3% | +5.0% |
| 7D | +20.0% | +4.3% | +15.7% | +17.7% |
| 30D | +7.9% | +12.5% | -4.6% | +1.4% |
| 3M | -13.2% | +31.2% | -44.5% | -24.4% |
| 6M | +53.5% | +14.4% | +39.1% | +40.0% |
| YTD | +191.0% | +33.9% | +157.1% | +128.5% |
| 1Y | +360.5% | +65.1% | +295.5% | +179.6% |
| All | +360.5% | +66.7% | +293.8% | +179.6% |
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 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