+17.2%
ES vs FIVE
+66.7%
-49.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -0.4% |
| 7D | +0.3% | +4.3% | -4.0% | +0.5% |
| 30D | -2.0% | +12.5% | -14.5% | -1.4% |
| 3M | +1.7% | +31.2% | -29.6% | +2.8% |
| 6M | -3.5% | +14.4% | -17.9% | -2.3% |
| YTD | +7.9% | +33.9% | -26.0% | +9.2% |
| 1Y | +17.2% | +65.1% | -47.9% | +19.8% |
| All | +17.2% | +66.7% | -49.5% | +19.8% |
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