+167.4%
F vs FIVE
+826.1%
-658.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | 0.0% |
| 7D | +1.4% | -1.7% | +3.1% | +1.8% |
| 30D | +2.0% | +14.9% | -12.9% | -1.6% |
| 3M | -10.4% | +7.6% | -18.0% | -12.4% |
| 6M | +9.7% | +6.4% | +3.3% | +7.0% |
| YTD | -1.2% | +28.1% | -29.3% | -8.6% |
| 1Y | 0.0% | +54.7% | -54.7% | -11.9% |
| 3Y | +41.1% | +36.1% | +5.0% | +19.9% |
| 5Y | -11.4% | +14.9% | -26.3% | -23.6% |
| 10Y | +85.0% | +578.8% | -493.9% | +8.2% |
| All | +167.4% | +826.1% | -658.8% | +51.5% |
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