+9.1%
IR vs FIVE
+63.3%
-54.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.1% | -1.7% |
| 7D | +11.6% | +7.5% | +4.1% | +10.1% |
| 30D | +7.2% | +16.7% | -9.5% | +4.1% |
| 3M | -5.9% | +13.4% | -19.2% | -8.5% |
| 6M | +11.5% | +9.0% | +2.4% | +9.6% |
| YTD | +6.3% | +33.8% | -27.5% | -5.2% |
| 1Y | +9.1% | +61.2% | -52.1% | -10.8% |
| All | +9.1% | +63.3% | -54.2% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling