-37.4%
DOW vs FIVE
+31.2%
-68.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.1% | -8.1% | -4.0% |
| 7D | -2.4% | +4.3% | -6.6% | -3.2% |
| 30D | +0.4% | +12.5% | -12.1% | -2.3% |
| 3M | -14.4% | +31.2% | -45.6% | -19.4% |
| 6M | -7.0% | +14.4% | -21.3% | -10.9% |
| YTD | +30.2% | +33.9% | -3.7% | +20.2% |
| 1Y | +29.2% | +65.1% | -35.8% | +13.6% |
| 3Y | -36.7% | +49.0% | -85.7% | -46.9% |
| All | -37.4% | +31.2% | -68.7% | -47.4% |
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