+1.3%
NDAQ vs FIVE
+65.4%
-64.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -2.6% | +3.7% | -6.2% | -2.9% |
| 30D | +0.5% | +4.0% | -3.5% | 0.0% |
| 3M | +9.9% | +36.2% | -26.3% | +5.6% |
| 6M | +8.2% | +18.0% | -9.8% | +4.9% |
| YTD | -1.5% | +34.9% | -36.4% | -6.3% |
| 1Y | +1.3% | +67.9% | -66.6% | -6.1% |
| All | +1.3% | +65.4% | -64.0% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling