+30.0%
IR vs FIVE
+42.1%
-12.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.6% | -0.9% | +3.7% |
| 7D | +5.0% | +6.2% | -1.2% | +3.8% |
| 30D | +10.3% | +18.2% | -7.9% | +7.0% |
| 3M | -0.1% | +3.8% | -3.9% | -1.0% |
| 6M | +14.8% | +13.7% | +1.0% | +11.1% |
| YTD | +9.7% | +34.7% | -25.0% | +2.7% |
| 1Y | +12.2% | +66.6% | -54.4% | +0.9% |
| 3Y | +30.0% | +44.3% | -14.3% | +6.0% |
| All | +30.0% | +42.1% | -12.1% | +6.0% |
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