+424.8%
FLEX vs FIVE
+16.7%
+408.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | +7.5% | +2.7% | +4.8% | +6.7% |
| 30D | -25.3% | +12.7% | -37.9% | -28.0% |
| 3M | -39.7% | +2.1% | -41.7% | -40.5% |
| 6M | -47.9% | +17.5% | -65.3% | -51.3% |
| YTD | +24.1% | +31.0% | -6.9% | +12.3% |
| 1Y | +26.0% | +67.7% | -41.8% | +5.6% |
| 3Y | +282.7% | +43.4% | +239.3% | +208.8% |
| All | +424.8% | +16.7% | +408.1% | +335.4% |
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