+856.6%
FIVE vs BG
+126.1%
+730.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | +7.3% | +5.0% | +2.4% | +5.9% |
| 30D | +18.1% | -3.2% | +21.3% | +18.9% |
| 3M | +7.7% | -11.2% | +18.9% | +10.7% |
| 6M | +13.6% | -19.4% | +33.1% | +19.5% |
| YTD | +34.6% | +13.6% | +21.0% | +26.9% |
| 1Y | +66.2% | +7.3% | +59.0% | +59.3% |
| 3Y | +43.5% | +3.8% | +39.7% | +35.6% |
| 5Y | +20.7% | +23.2% | -2.5% | +4.0% |
| 10Y | +541.5% | +97.9% | +443.5% | +313.0% |
| All | +856.6% | +126.1% | +730.5% | +476.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling