-54.2%
COMP vs FIVE
+24.6%
-78.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.3% | -3.9% | -6.2% |
| 7D | -1.8% | -1.7% | -0.1% | -0.8% |
| 30D | -0.8% | +14.9% | -15.7% | -6.9% |
| 3M | -28.1% | +7.6% | -35.8% | -30.9% |
| 6M | +27.0% | +6.4% | +20.6% | +21.0% |
| YTD | -12.8% | +28.1% | -40.9% | -24.3% |
| 1Y | +4.9% | +54.7% | -49.8% | -17.3% |
| 3Y | +321.0% | +36.1% | +284.9% | +232.0% |
| 5Y | -25.6% | +14.9% | -40.5% | -40.4% |
| All | -54.2% | +24.6% | -78.8% | -64.9% |
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