+119.7%
D vs FIVE
+868.1%
-748.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -0.9% |
| 7D | +1.5% | +4.3% | -2.8% | +1.0% |
| 30D | -2.6% | +12.5% | -15.1% | -3.8% |
| 3M | 0.0% | +31.2% | -31.2% | -2.7% |
| 6M | +7.4% | +14.4% | -7.0% | +5.4% |
| YTD | +15.9% | +33.9% | -18.0% | +11.9% |
| 1Y | +18.1% | +65.1% | -46.9% | +11.4% |
| 3Y | +58.4% | +49.0% | +9.4% | +47.4% |
| 5Y | +5.2% | +30.3% | -25.1% | -2.5% |
| 10Y | +35.9% | +481.1% | -445.2% | +4.9% |
| All | +119.7% | +868.1% | -748.4% | +58.1% |
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