+46.0%
F vs FIVE
+50.0%
-4.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | +0.6% |
| 7D | +5.3% | +4.3% | +1.1% | +4.6% |
| 30D | +4.6% | +12.5% | -7.9% | +2.5% |
| 3M | -3.7% | +31.2% | -34.9% | -8.1% |
| 6M | +16.8% | +14.4% | +2.5% | +13.6% |
| YTD | +15.3% | +33.9% | -18.6% | +9.3% |
| 1Y | +31.0% | +65.1% | -34.0% | +19.9% |
| All | +46.0% | +50.0% | -4.0% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling