+203.4%
FFIV vs FIVE
+826.1%
-622.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.3% | -1.2% | -4.6% |
| 7D | -14.2% | -1.7% | -12.5% | -13.9% |
| 30D | -33.6% | +14.9% | -48.6% | -35.5% |
| 3M | -24.2% | +7.6% | -31.8% | -25.8% |
| 6M | -8.3% | +6.4% | -14.7% | -10.5% |
| YTD | +22.1% | +28.1% | -6.0% | +14.3% |
| 1Y | +26.5% | +54.7% | -28.2% | +13.8% |
| 3Y | +102.3% | +36.1% | +66.3% | +76.9% |
| 5Y | +40.6% | +14.9% | +25.7% | +23.7% |
| 10Y | +129.7% | +578.8% | -449.2% | +44.7% |
| All | +203.4% | +826.1% | -622.7% | +72.7% |
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 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