+39.5%
FIVE vs BG
+84.8%
-45.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.6% | +0.1% |
| 7D | +3.7% | +2.4% | +1.3% | +3.3% |
| 30D | +4.0% | +15.0% | -11.1% | +1.7% |
| 3M | +36.2% | -0.7% | +36.9% | +36.2% |
| 6M | +18.0% | +7.5% | +10.5% | +16.3% |
| YTD | +34.9% | +41.6% | -6.7% | +26.5% |
| 1Y | +67.9% | +50.7% | +17.3% | +55.4% |
| 3Y | +57.3% | +20.3% | +37.0% | +48.2% |
| 5Y | +39.5% | +85.2% | -45.7% | +22.5% |
| All | +39.5% | +84.8% | -45.2% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling