+526.0%
MKTX vs FIVE
+868.1%
-342.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.6% |
| 7D | +0.4% | +4.3% | -3.9% | -0.1% |
| 30D | +1.1% | +12.5% | -11.4% | -0.5% |
| 3M | +36.1% | +31.2% | +4.9% | +31.6% |
| 6M | -12.9% | +14.4% | -27.2% | -14.7% |
| YTD | -8.5% | +33.9% | -42.4% | -12.2% |
| 1Y | -7.5% | +65.1% | -72.6% | -13.8% |
| 3Y | -28.3% | +49.0% | -77.3% | -34.1% |
| 5Y | -63.3% | +30.3% | -93.6% | -66.3% |
| 10Y | +4.5% | +481.1% | -476.6% | -26.3% |
| All | +526.0% | +868.1% | -342.1% | +336.7% |
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 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