+119.8%
NDAQ vs FIVE
+43.9%
+75.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.9% | +7.3% | -4.5% | +2.1% |
| 30D | +17.5% | +18.1% | -0.6% | +15.5% |
| 3M | +15.4% | +7.7% | +7.7% | +14.4% |
| 6M | +24.6% | +13.6% | +11.0% | +22.5% |
| YTD | +14.4% | +34.6% | -20.2% | +10.4% |
| 1Y | +26.9% | +66.2% | -39.3% | +20.0% |
| 3Y | +119.8% | +43.5% | +76.4% | +97.6% |
| All | +119.8% | +43.9% | +75.9% | +97.6% |
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