+22.8%
COMP vs FIVE
+63.1%
-40.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.6% | +0.1% | +3.7% |
| 7D | +14.5% | +6.2% | +8.4% | +12.5% |
| 30D | +14.9% | +18.2% | -3.3% | +9.4% |
| 3M | -14.2% | +3.8% | -18.1% | -15.4% |
| 6M | +23.7% | +13.7% | +10.0% | +18.6% |
| YTD | +2.1% | +34.7% | -32.6% | -1.2% |
| All | +22.8% | +63.1% | -40.4% | +17.9% |
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 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