+11,608.0%
FIX vs FIVE
+867.4%
+10,740.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +6.7% | -21.8% | -16.9% |
| 7D | -18.9% | +7.5% | -26.4% | -20.9% |
| 30D | -36.3% | +16.7% | -53.0% | -39.3% |
| 3M | -38.5% | +13.4% | -51.9% | -41.2% |
| 6M | -42.3% | +9.0% | -51.3% | -44.8% |
| YTD | +17.1% | +33.8% | -16.7% | +5.6% |
| 1Y | +14.4% | +61.2% | -46.8% | -2.1% |
| 3Y | +486.7% | +42.1% | +444.6% | +385.4% |
| 5Y | +1,083.7% | +21.4% | +1,062.3% | +887.3% |
| 10Y | +3,932.4% | +609.1% | +3,323.4% | +2,031.4% |
| All | +11,608.0% | +867.4% | +10,740.6% | +5,248.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling