+118.4%
M vs FIVE
+35.4%
+83.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.3% | -1.6% | -4.5% |
| 7D | -2.1% | -1.7% | -0.4% | -1.5% |
| 30D | +7.7% | +14.9% | -7.2% | +3.0% |
| 3M | -4.4% | +7.6% | -12.0% | -6.8% |
| 6M | +27.5% | +6.4% | +21.1% | +23.8% |
| YTD | +12.8% | +28.1% | -15.3% | +2.1% |
| 1Y | +20.7% | +54.7% | -34.0% | +2.5% |
| All | +118.4% | +35.4% | +83.0% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling