-4.9%
DOW vs FIVE
+102.4%
-107.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -9.5% | -0.3% | -9.2% | -9.6% |
| 30D | +13.1% | +17.7% | -4.6% | +7.8% |
| 3M | +4.8% | +4.0% | +0.9% | +2.6% |
| 6M | -16.7% | +2.6% | -19.3% | -18.8% |
| YTD | +38.9% | +27.6% | +11.3% | +25.2% |
| 1Y | +48.3% | +59.9% | -11.7% | +24.4% |
| 3Y | -24.4% | +35.8% | -60.1% | -38.0% |
| 5Y | -29.2% | +14.4% | -43.6% | -41.0% |
| All | -4.9% | +102.4% | -107.3% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling