+3.2%
EXC vs FIVE
+63.1%
-59.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.5% | +0.3% |
| 7D | -1.7% | +6.2% | -7.9% | -1.5% |
| 30D | +9.3% | +18.2% | -8.9% | +10.1% |
| 3M | +1.0% | +3.8% | -2.8% | +1.2% |
| 6M | +5.9% | +13.7% | -7.8% | +7.0% |
| YTD | +7.6% | +34.7% | -27.1% | +9.4% |
| All | +3.2% | +63.1% | -59.9% | +1.9% |
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