+536.4%
MKTX vs FIVE
+862.5%
-326.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | +0.9% | +17.4% | -16.4% | -1.1% |
| 3M | +2.7% | +7.0% | -4.4% | +1.6% |
| 6M | +15.6% | +20.5% | -4.9% | +12.6% |
| YTD | -7.0% | +33.1% | -40.1% | -10.8% |
| 1Y | -1.2% | +67.1% | -68.3% | -7.9% |
| 3Y | -22.2% | +41.9% | -64.1% | -27.9% |
| 5Y | -53.7% | +21.1% | -74.8% | -57.1% |
| 10Y | +13.0% | +518.8% | -505.8% | -20.9% |
| All | +536.4% | +862.5% | -326.1% | +343.5% |
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