+851.7%
FIVE vs BG
+170.0%
+681.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.4% |
| 7D | +4.3% | +2.8% | +1.5% | +3.4% |
| 30D | +12.5% | +12.0% | +0.5% | +8.5% |
| 3M | +31.2% | -7.7% | +38.9% | +33.5% |
| 6M | +14.4% | +4.5% | +9.9% | +11.7% |
| YTD | +33.9% | +35.7% | -1.8% | +20.5% |
| 1Y | +65.1% | +50.1% | +15.0% | +43.3% |
| 3Y | +49.0% | +12.6% | +36.4% | +38.4% |
| 5Y | +30.3% | +75.4% | -45.1% | +0.3% |
| 10Y | +481.1% | +150.5% | +330.6% | +252.8% |
| All | +851.7% | +170.0% | +681.7% | +447.8% |
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