+19.0%
BR vs FIVE
+14.2%
+4.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +6.5% | -0.3% | +6.7% | +6.5% |
| 30D | +18.9% | +17.7% | +1.2% | +16.4% |
| 3M | +16.3% | +4.0% | +12.3% | +15.4% |
| 6M | +26.2% | +2.6% | +23.6% | +25.1% |
| YTD | -13.1% | +27.6% | -40.7% | -16.7% |
| 1Y | -10.5% | +59.9% | -70.4% | -16.9% |
| 3Y | +13.3% | +35.8% | -22.4% | +6.3% |
| All | +19.0% | +14.2% | +4.9% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling