+53.9%
F vs FIVE
+31.2%
+22.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | +0.1% |
| 7D | +5.3% | +4.3% | +1.1% | +4.1% |
| 30D | +4.6% | +12.5% | -7.9% | +1.1% |
| 3M | -3.7% | +31.2% | -34.9% | -10.9% |
| 6M | +16.8% | +14.4% | +2.5% | +11.4% |
| YTD | +15.3% | +33.9% | -18.6% | +5.1% |
| 1Y | +31.0% | +65.1% | -34.0% | +12.1% |
| 3Y | +45.4% | +49.0% | -3.5% | +23.3% |
| All | +53.9% | +31.2% | +22.7% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling