+53.5%
BE vs FIVE
+12.1%
+41.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.1% | +2.3% | +6.5% |
| 7D | +20.0% | +4.3% | +15.7% | +19.1% |
| 30D | +7.9% | +12.5% | -4.6% | +5.8% |
| 3M | -13.2% | +31.2% | -44.5% | -15.8% |
| 6M | +53.5% | +14.4% | +39.1% | +46.2% |
| All | +53.5% | +12.1% | +41.4% | +46.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling