+44.1%
IR vs FIVE
+14.2%
+30.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +3.7% | -0.3% | +3.9% | +3.7% |
| 30D | +7.4% | +17.7% | -10.2% | +3.2% |
| 3M | -5.9% | +4.0% | -9.9% | -7.3% |
| 6M | +5.6% | +2.6% | +3.0% | +3.7% |
| YTD | +4.8% | +27.6% | -22.7% | -2.9% |
| 1Y | +6.9% | +59.9% | -53.0% | -6.4% |
| 3Y | +27.6% | +35.8% | -8.2% | +10.2% |
| All | +44.1% | +14.2% | +30.0% | +28.8% |
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 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