-60.7%
MKTX vs FIVE
+39.4%
-100.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | +0.4% | +3.7% | -3.3% | +0.1% |
| 30D | +1.0% | +4.0% | -3.0% | +0.6% |
| 3M | +41.3% | +36.2% | +5.0% | +37.8% |
| 6M | -11.3% | +18.0% | -29.4% | -12.9% |
| YTD | -8.6% | +34.9% | -43.4% | -11.1% |
| 1Y | -11.1% | +67.9% | -79.0% | -15.1% |
| 3Y | -24.5% | +57.3% | -81.8% | -25.9% |
| All | -60.7% | +39.4% | -100.1% | -61.7% |
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 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