+334.9%
COMP vs FIVE
+35.4%
+299.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.3% | -3.9% | -7.1% |
| 7D | -1.8% | -1.7% | -0.1% | -1.2% |
| 30D | -0.8% | +14.9% | -15.7% | -4.1% |
| 3M | -28.1% | +7.6% | -35.8% | -29.5% |
| 6M | +27.0% | +6.4% | +20.6% | +24.2% |
| YTD | -12.8% | +28.1% | -40.9% | -18.4% |
| 1Y | +4.9% | +54.7% | -49.8% | -6.5% |
| All | +334.9% | +35.4% | +299.5% | +225.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling