+23.7%
MAR vs FIVE
+65.4%
-41.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | -1.7% | +3.7% | -5.4% | -2.1% |
| 30D | -6.9% | +4.0% | -10.9% | -7.3% |
| 3M | -15.8% | +36.2% | -52.1% | -18.9% |
| 6M | +1.9% | +18.0% | -16.1% | -0.2% |
| YTD | +6.6% | +34.9% | -28.3% | +2.3% |
| 1Y | +23.7% | +67.9% | -44.2% | +14.7% |
| All | +23.7% | +65.4% | -41.7% | +14.7% |
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