+119.9%
NDAQ vs FIVE
+34.8%
+85.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +16.5% | +17.7% | -1.1% | +14.7% |
| 3M | +13.5% | +4.0% | +9.5% | +12.9% |
| 6M | +20.9% | +2.6% | +18.3% | +20.1% |
| YTD | +11.4% | +27.6% | -16.2% | +8.1% |
| 1Y | +25.9% | +59.9% | -34.0% | +19.5% |
| 3Y | +119.9% | +35.8% | +84.1% | +101.6% |
| All | +119.9% | +34.8% | +85.0% | +101.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling