+484.1%
FLEX vs FIVE
+19.1%
+464.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.6% | +6.4% | +10.3% |
| 7D | -7.2% | +6.2% | -13.4% | -8.9% |
| 30D | -34.8% | +18.2% | -52.9% | -38.1% |
| 3M | -35.6% | +3.8% | -39.4% | -36.8% |
| 6M | -45.0% | +13.7% | -58.7% | -48.1% |
| YTD | +29.4% | +34.7% | -5.3% | +16.1% |
| 1Y | +24.8% | +66.6% | -41.8% | +4.9% |
| 3Y | +304.4% | +44.3% | +260.1% | +226.2% |
| 5Y | +484.1% | +18.8% | +465.3% | +382.7% |
| All | +484.1% | +19.1% | +464.9% | +382.7% |
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 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