+50.6%
LYB vs FIVE
+63.3%
-12.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.7% | -11.4% | -3.9% |
| 7D | -6.2% | +7.5% | -13.7% | -5.3% |
| 30D | +6.3% | +16.7% | -10.4% | +8.2% |
| 3M | +4.1% | +13.4% | -9.3% | +5.3% |
| 6M | -15.5% | +9.0% | -24.5% | -15.4% |
| YTD | +50.2% | +33.8% | +16.5% | +50.8% |
| 1Y | +50.6% | +61.2% | -10.6% | +49.8% |
| All | +50.6% | +63.3% | -12.6% | +49.8% |
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