+4.7%
FTV vs FIVE
+31.2%
-26.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -2.0% |
| 7D | -4.5% | +4.3% | -8.8% | -5.3% |
| 30D | -7.1% | +12.5% | -19.6% | -9.4% |
| 3M | -7.2% | +31.2% | -38.4% | -12.5% |
| 6M | -1.5% | +14.4% | -15.9% | -5.3% |
| YTD | +3.5% | +33.9% | -30.4% | -3.9% |
| 1Y | +20.3% | +65.1% | -44.7% | +6.3% |
| 3Y | -3.1% | +49.0% | -52.1% | -17.2% |
| All | +4.7% | +31.2% | -26.5% | -12.5% |
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 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