+47.4%
DD vs FIVE
+50.0%
-2.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.8% | -0.7% |
| 7D | -3.5% | +4.3% | -7.8% | -4.3% |
| 30D | -10.3% | +12.5% | -22.8% | -12.6% |
| 3M | -7.5% | +31.2% | -38.8% | -12.8% |
| 6M | -8.0% | +14.4% | -22.4% | -11.3% |
| YTD | +10.5% | +33.9% | -23.4% | +2.8% |
| 1Y | +38.3% | +65.1% | -26.8% | +22.7% |
| All | +47.4% | +50.0% | -2.7% | +15.3% |
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