-42.4%
IT vs FIVE
+16.7%
-59.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +1.1% | +2.7% | -1.6% | +0.5% |
| 30D | -1.8% | +12.7% | -14.5% | -4.2% |
| 3M | +4.8% | +2.1% | +2.8% | +4.1% |
| 6M | +33.0% | +17.5% | +15.5% | +27.6% |
| YTD | -23.8% | +31.0% | -54.8% | -29.1% |
| 1Y | -16.5% | +67.7% | -84.3% | -26.5% |
| 3Y | -53.6% | +43.4% | -97.0% | -59.0% |
| All | -42.4% | +16.7% | -59.1% | -45.9% |
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