-0.1%
ES vs FIVE
+63.3%
-63.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.7% | -4.6% | +2.1% |
| 7D | +5.3% | +7.5% | -2.2% | +5.3% |
| 30D | +8.9% | +16.7% | -7.8% | +9.0% |
| 3M | -1.9% | +13.4% | -15.3% | -1.6% |
| 6M | +3.9% | +9.0% | -5.2% | +4.3% |
| YTD | +8.3% | +33.8% | -25.5% | +7.8% |
| 1Y | -0.1% | +61.2% | -61.3% | -4.4% |
| All | -0.1% | +63.3% | -63.4% | -4.4% |
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 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