+66.2%
FIVE vs BG
+6.5%
+59.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.2% |
| 7D | +7.3% | +5.0% | +2.4% | +7.7% |
| 30D | +18.1% | -3.2% | +21.3% | +17.7% |
| 3M | +7.7% | -11.2% | +18.9% | +6.8% |
| 6M | +13.6% | -19.4% | +33.1% | +13.8% |
| YTD | +34.6% | +13.6% | +21.0% | +34.8% |
| 1Y | +66.2% | +7.3% | +59.0% | +67.2% |
| All | +66.2% | +6.5% | +59.7% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling