+511.9%
C vs FIVE
+826.1%
-314.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.3% | -0.8% | -4.0% |
| 7D | -5.3% | -1.7% | -3.6% | -4.9% |
| 30D | -7.3% | +14.9% | -22.3% | -10.5% |
| 3M | -13.5% | +7.6% | -21.1% | -15.5% |
| 6M | -6.5% | +6.4% | -12.9% | -9.2% |
| YTD | +3.6% | +28.1% | -24.5% | -4.3% |
| 1Y | +18.9% | +54.7% | -35.8% | +4.6% |
| 3Y | +205.0% | +36.1% | +168.9% | +159.2% |
| 5Y | +109.4% | +14.9% | +94.5% | +78.9% |
| 10Y | +232.9% | +578.8% | -345.9% | +84.0% |
| All | +511.9% | +826.1% | -314.3% | +207.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling