+11.9%
IR vs FIVE
+50.0%
-38.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.3% |
| 7D | -2.8% | +4.3% | -7.1% | -3.6% |
| 30D | -15.1% | +12.5% | -27.6% | -17.1% |
| 3M | +6.1% | +31.2% | -25.2% | +0.5% |
| 6M | -16.8% | +14.4% | -31.2% | -19.5% |
| YTD | -3.5% | +33.9% | -37.4% | -9.5% |
| 1Y | -3.5% | +65.1% | -68.5% | -13.1% |
| All | +11.9% | +50.0% | -38.1% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling