+777.0%
FIX vs FIVE
+50.0%
+726.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +0.6% |
| 7D | +6.0% | +4.3% | +1.8% | +4.9% |
| 30D | -7.2% | +12.5% | -19.8% | -10.3% |
| 3M | -15.9% | +31.2% | -47.1% | -22.0% |
| 6M | +12.7% | +14.4% | -1.6% | +7.5% |
| YTD | +72.8% | +33.9% | +38.9% | +58.1% |
| 1Y | +122.9% | +65.1% | +57.8% | +92.8% |
| All | +777.0% | +50.0% | +726.9% | +552.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling