+185.6%
ES vs FIVE
+868.1%
-682.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.1% |
| 7D | +0.3% | +4.3% | -4.0% | -0.1% |
| 30D | -2.0% | +12.5% | -14.5% | -3.1% |
| 3M | +1.7% | +31.2% | -29.6% | -1.0% |
| 6M | -3.5% | +14.4% | -17.9% | -5.3% |
| YTD | +7.9% | +33.9% | -26.0% | +4.3% |
| 1Y | +17.2% | +65.1% | -47.9% | +10.6% |
| 3Y | +29.3% | +49.0% | -19.7% | +20.8% |
| 5Y | -5.7% | +30.3% | -36.0% | -12.3% |
| 10Y | +85.2% | +481.1% | -395.9% | +43.6% |
| All | +185.6% | +868.1% | -682.6% | +107.7% |
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