+26.0%
C vs FIVE
+63.3%
-37.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.7% | -5.0% | +0.8% |
| 7D | +1.1% | +7.5% | -6.4% | +0.1% |
| 30D | -2.4% | +16.7% | -19.1% | -4.3% |
| 3M | -8.4% | +13.4% | -21.7% | -10.2% |
| 6M | +0.3% | +9.0% | -8.7% | -0.5% |
| YTD | +9.1% | +33.8% | -24.7% | -1.4% |
| 1Y | +26.0% | +61.2% | -35.1% | +5.6% |
| All | +26.0% | +63.3% | -37.2% | +5.6% |
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