-24.7%
LOW vs FIVE
+69.1%
-93.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.6% |
| 7D | -2.6% | +0.6% | -3.2% | -2.7% |
| 30D | -11.1% | +3.0% | -14.2% | -11.6% |
| 3M | -8.5% | +23.2% | -31.7% | -11.5% |
| 6M | -20.8% | +9.2% | -30.0% | -22.2% |
| YTD | -17.2% | +28.1% | -45.3% | -20.7% |
| 1Y | -24.7% | +65.3% | -90.0% | -30.7% |
| All | -24.7% | +69.1% | -93.8% | -30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling