+948.1%
FIX vs FIVE
+14.2%
+933.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.6% |
| 7D | -17.5% | -0.3% | -17.2% | -17.6% |
| 30D | -41.6% | +17.7% | -59.2% | -44.3% |
| 3M | -40.6% | +4.0% | -44.6% | -41.7% |
| 6M | -49.4% | +2.6% | -52.0% | -50.6% |
| YTD | +9.2% | +27.6% | -18.4% | -0.2% |
| 1Y | +6.5% | +59.9% | -53.5% | -8.8% |
| 3Y | +448.7% | +35.8% | +413.0% | +357.8% |
| All | +948.1% | +14.2% | +933.9% | +794.4% |
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