+2,105.4%
FIX vs FIVE
+31.2%
+2,074.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +0.5% |
| 7D | +6.0% | +4.3% | +1.8% | +4.8% |
| 30D | -7.2% | +12.5% | -19.8% | -10.6% |
| 3M | -15.9% | +31.2% | -47.1% | -22.7% |
| 6M | +12.7% | +14.4% | -1.6% | +6.9% |
| YTD | +72.8% | +33.9% | +38.9% | +56.6% |
| 1Y | +122.9% | +65.1% | +57.8% | +89.8% |
| 3Y | +774.3% | +49.0% | +725.4% | +610.8% |
| All | +2,105.4% | +31.2% | +2,074.2% | +1,702.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling