-44.8%
COMP vs FIVE
+30.2%
-75.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -1.8% |
| 7D | +1.4% | +4.3% | -2.9% | -0.7% |
| 30D | -13.3% | +12.5% | -25.8% | -18.4% |
| 3M | +41.1% | +31.2% | +9.9% | +22.8% |
| 6M | +17.2% | +14.4% | +2.8% | +7.8% |
| YTD | +5.2% | +33.9% | -28.7% | -10.6% |
| 1Y | +18.9% | +65.1% | -46.1% | -10.0% |
| 3Y | +215.9% | +49.0% | +166.9% | +134.4% |
| 5Y | -31.2% | +30.3% | -61.5% | -47.1% |
| All | -44.8% | +30.2% | -75.0% | -58.6% |
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