+1,874.3%
BE vs FIVE
+42.3%
+1,832.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -1.1% | +14.1% | +13.3% |
| 7D | +4.5% | -0.5% | +5.0% | +4.9% |
| 30D | -20.1% | +17.4% | -37.5% | -23.3% |
| 3M | -0.8% | +7.0% | -7.9% | -2.8% |
| 6M | -26.2% | +20.5% | -46.7% | -30.5% |
| YTD | +141.1% | +33.1% | +108.0% | +120.8% |
| 1Y | +64.8% | +67.1% | -2.2% | +42.4% |
| All | +1,874.3% | +42.3% | +1,832.0% | +1,528.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling