+607.5%
C vs FIVE
+868.1%
-260.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -1.6% |
| 7D | +3.6% | +4.3% | -0.6% | +2.5% |
| 30D | +0.1% | +12.5% | -12.5% | -3.1% |
| 3M | +2.4% | +31.2% | -28.8% | -4.8% |
| 6M | +24.9% | +14.4% | +10.6% | +19.1% |
| YTD | +19.8% | +33.9% | -14.1% | +9.7% |
| 1Y | +44.9% | +65.1% | -20.2% | +25.2% |
| 3Y | +263.0% | +49.0% | +214.0% | +201.7% |
| 5Y | +129.5% | +30.3% | +99.2% | +89.4% |
| 10Y | +291.6% | +481.1% | -189.5% | +121.2% |
| All | +607.5% | +868.1% | -260.6% | +253.0% |
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