-54.0%
IT vs FIVE
+40.2%
-94.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -3.7% | +2.4% | -6.1% | -4.0% |
| 30D | -3.1% | +15.8% | -19.0% | -4.8% |
| 3M | +6.3% | +3.8% | +2.6% | +5.7% |
| 6M | +24.8% | +18.5% | +6.2% | +21.8% |
| YTD | -24.4% | +31.2% | -55.6% | -27.3% |
| 1Y | -17.1% | +61.8% | -78.9% | -22.4% |
| All | -54.0% | +40.2% | -94.2% | -59.1% |
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