+49.1%
DOW vs FIVE
+54.5%
-5.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -9.5% | -0.3% | -9.2% | -9.4% |
| 30D | +13.1% | +17.7% | -4.6% | +14.1% |
| 3M | +4.8% | +4.0% | +0.9% | +4.8% |
| 6M | -16.7% | +2.6% | -19.3% | -17.2% |
| YTD | +38.9% | +27.6% | +11.3% | +32.9% |
| All | +49.1% | +54.5% | -5.4% | +41.2% |
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