+1,024.3%
LOW vs FIVE
+822.5%
+201.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +7.4% | -0.3% | +7.7% | +7.5% |
| 30D | +24.5% | +17.7% | +6.8% | +19.3% |
| 3M | +3.5% | +4.0% | -0.5% | +2.1% |
| 6M | -2.6% | +2.6% | -5.2% | -4.2% |
| YTD | -4.8% | +27.6% | -32.4% | -12.2% |
| 1Y | -0.8% | +59.9% | -60.7% | -13.9% |
| 3Y | +22.8% | +35.8% | -13.0% | +3.7% |
| 5Y | +5.3% | +14.4% | -9.1% | -9.8% |
| 10Y | +309.5% | +576.1% | -266.7% | +118.3% |
| All | +1,024.3% | +822.5% | +201.9% | +420.2% |
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