+44.5%
F vs FIVE
+35.4%
+9.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.4% |
| 7D | +1.4% | -1.7% | +3.1% | +1.6% |
| 30D | +2.0% | +14.9% | -12.9% | -0.2% |
| 3M | -10.4% | +7.6% | -18.0% | -11.6% |
| 6M | +9.7% | +6.4% | +3.3% | +8.1% |
| YTD | -1.2% | +28.1% | -29.3% | -5.5% |
| 1Y | 0.0% | +54.7% | -54.7% | -7.1% |
| All | +44.5% | +35.4% | +9.1% | +23.2% |
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