+536.1%
MKTX vs FIVE
+846.9%
-310.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +0.2% | +2.7% | -2.4% | -0.1% |
| 30D | +0.9% | +12.7% | -11.8% | -0.6% |
| 3M | +2.6% | +2.1% | +0.5% | +2.1% |
| 6M | +20.4% | +17.5% | +2.9% | +17.6% |
| YTD | -7.1% | +31.0% | -38.0% | -10.7% |
| 1Y | -2.8% | +67.7% | -70.5% | -9.3% |
| 3Y | -21.7% | +43.4% | -65.1% | -27.7% |
| 5Y | -54.5% | +18.1% | -72.6% | -57.7% |
| 10Y | +13.0% | +508.8% | -495.8% | -20.8% |
| All | +536.1% | +846.9% | -310.9% | +344.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling