+47.9%
DE vs FIVE
+66.7%
-18.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -0.6% |
| 7D | +10.0% | +4.3% | +5.8% | +9.6% |
| 30D | +13.3% | +12.5% | +0.8% | +12.2% |
| 3M | +17.5% | +31.2% | -13.7% | +14.9% |
| 6M | +13.6% | +14.4% | -0.8% | +12.7% |
| YTD | +49.8% | +33.9% | +15.9% | +45.9% |
| 1Y | +47.9% | +65.1% | -17.2% | +41.8% |
| All | +47.9% | +66.7% | -18.8% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling