-53.7%
MKTX vs FIVE
+19.0%
-72.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | +0.9% | +17.4% | -16.4% | -0.5% |
| 3M | +2.7% | +7.0% | -4.4% | +1.9% |
| 6M | +15.6% | +20.5% | -4.9% | +13.5% |
| YTD | -7.0% | +33.1% | -40.1% | -9.6% |
| 1Y | -1.2% | +67.1% | -68.3% | -5.7% |
| 3Y | -22.2% | +41.9% | -64.1% | -21.5% |
| 5Y | -53.7% | +21.1% | -74.8% | -53.2% |
| All | -53.7% | +19.0% | -72.8% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling