+1,061.0%
LOW vs FIVE
+873.2%
+187.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +8.7% | +7.3% | +1.3% | +6.7% |
| 30D | +25.5% | +18.1% | +7.4% | +20.1% |
| 3M | +6.6% | +7.7% | -1.1% | +4.2% |
| 6M | +2.4% | +13.6% | -11.2% | -1.9% |
| YTD | -1.7% | +34.6% | -36.3% | -10.6% |
| 1Y | +1.7% | +66.2% | -64.6% | -12.6% |
| 3Y | +26.6% | +43.5% | -16.9% | +5.3% |
| 5Y | +10.1% | +20.7% | -10.5% | -7.0% |
| 10Y | +303.3% | +541.5% | -238.2% | +115.7% |
| All | +1,061.0% | +873.2% | +187.8% | +429.6% |
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