-2.1%
BR vs FIVE
+56.0%
-58.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.1% | -8.5% | -3.7% |
| 7D | -5.3% | +4.3% | -9.5% | -5.5% |
| 30D | +6.4% | +12.5% | -6.1% | +5.6% |
| 3M | +13.6% | +31.2% | -17.6% | +11.7% |
| 6M | -6.7% | +14.4% | -21.1% | -7.8% |
| YTD | -21.1% | +33.9% | -55.0% | -22.9% |
| 1Y | -29.6% | +65.1% | -94.6% | -32.2% |
| All | -2.1% | +56.0% | -58.1% | -9.7% |
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