+75.9%
D vs FIVE
+35.4%
+40.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | 0.0% |
| 7D | +6.9% | -1.7% | +8.7% | +7.0% |
| 30D | +12.3% | +14.9% | -2.6% | +11.9% |
| 3M | +3.0% | +7.6% | -4.6% | +2.8% |
| 6M | +12.8% | +6.4% | +6.4% | +12.5% |
| YTD | +22.6% | +28.1% | -5.5% | +21.3% |
| 1Y | +21.7% | +54.7% | -33.1% | +19.5% |
| All | +75.9% | +35.4% | +40.5% | +71.2% |
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