-40.2%
IT vs FIVE
+31.2%
-71.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.1% | -9.7% | -5.7% |
| 7D | -6.0% | +4.3% | -10.3% | -6.9% |
| 30D | 0.0% | +12.5% | -12.5% | -2.6% |
| 3M | +13.1% | +31.2% | -18.2% | +6.5% |
| 6M | +11.7% | +14.4% | -2.7% | +7.4% |
| YTD | -26.1% | +33.9% | -60.0% | -31.5% |
| 1Y | -21.3% | +65.1% | -86.3% | -30.6% |
| 3Y | -46.7% | +49.0% | -95.7% | -53.5% |
| All | -40.2% | +31.2% | -71.4% | -46.4% |
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