+17.4%
M vs FIVE
+55.9%
-38.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | -4.3% | -0.3% | -4.0% | -4.1% |
| 30D | +1.3% | +17.7% | -16.4% | -3.3% |
| 3M | -7.4% | +4.0% | -11.3% | -8.2% |
| 6M | +18.3% | +2.6% | +15.7% | +16.8% |
| YTD | +7.6% | +27.6% | -20.0% | -5.6% |
| 1Y | +17.4% | +59.9% | -42.6% | -12.5% |
| All | +17.4% | +55.9% | -38.5% | -12.5% |
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