+68.1%
DD vs FIVE
+18.5%
+49.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | +6.7% | +2.4% | +4.3% | +6.2% |
| 30D | +19.4% | +15.8% | +3.6% | +15.3% |
| 3M | +7.6% | +3.8% | +3.8% | +6.2% |
| 6M | +2.9% | +18.5% | -15.6% | -2.3% |
| YTD | +29.9% | +31.2% | -1.3% | +19.6% |
| 1Y | +28.6% | +61.8% | -33.2% | +12.4% |
| 3Y | +90.0% | +39.9% | +50.1% | +60.8% |
| 5Y | +68.1% | +18.3% | +49.8% | +38.5% |
| All | +68.1% | +18.5% | +49.6% | +38.5% |
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