+14.7%
D vs FIVE
+63.0%
-48.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -3.1% | +2.4% | -5.5% | -3.1% |
| 30D | +8.4% | +15.8% | -7.5% | +8.5% |
| 3M | +0.2% | +3.8% | -3.6% | +0.3% |
| 6M | +9.5% | +18.5% | -9.1% | +9.9% |
| YTD | +18.8% | +31.2% | -12.4% | +19.1% |
| 1Y | +14.7% | +61.8% | -47.1% | +10.4% |
| All | +14.7% | +63.0% | -48.3% | +10.4% |
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