+26.5%
NDAQ vs FIVE
+66.9%
-40.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | +16.3% | +17.4% | -1.1% | +14.0% |
| 3M | +15.8% | +7.0% | +8.8% | +14.6% |
| 6M | +24.8% | +20.5% | +4.4% | +20.3% |
| YTD | +14.1% | +33.1% | -19.0% | +4.4% |
| 1Y | +26.5% | +67.1% | -40.6% | +7.1% |
| All | +26.5% | +66.9% | -40.4% | +7.1% |
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