-12.7%
BR vs FIVE
+62.4%
-75.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +1.1% | +2.7% | -1.6% | +0.9% |
| 30D | +14.4% | +12.7% | +1.7% | +13.7% |
| 3M | +12.4% | +2.1% | +10.4% | +12.1% |
| 6M | +35.4% | +17.5% | +18.0% | +34.3% |
| YTD | -12.2% | +31.0% | -43.1% | -13.8% |
| 1Y | -12.7% | +67.7% | -80.5% | -18.1% |
| All | -12.7% | +62.4% | -75.2% | -18.1% |
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