+319.4%
IR vs FIVE
+370.8%
-51.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -1.6% |
| 7D | +2.3% | -1.7% | +4.0% | +2.7% |
| 30D | +3.3% | +14.9% | -11.6% | -0.8% |
| 3M | -9.0% | +7.6% | -16.7% | -11.5% |
| 6M | +8.0% | +6.4% | +1.6% | +4.5% |
| YTD | +3.4% | +28.1% | -24.7% | -5.6% |
| 1Y | +4.5% | +54.7% | -50.2% | -9.8% |
| 3Y | +25.6% | +36.1% | -10.5% | +4.7% |
| 5Y | +43.8% | +14.9% | +28.9% | +21.5% |
| All | +319.4% | +370.8% | -51.3% | +135.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling