+6.7%
D vs FIVE
+31.2%
-24.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -1.7% |
| 7D | +0.4% | +4.3% | -3.8% | +0.2% |
| 30D | -3.6% | +12.5% | -16.1% | -4.2% |
| 3M | -1.0% | +31.2% | -32.2% | -2.4% |
| 6M | +6.3% | +14.4% | -8.1% | +5.3% |
| YTD | +14.7% | +33.9% | -19.2% | +12.5% |
| 1Y | +16.9% | +65.1% | -48.1% | +13.1% |
| 3Y | +56.8% | +49.0% | +7.8% | +52.2% |
| All | +6.7% | +31.2% | -24.5% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling