+32.8%
NET vs FIVE
+66.7%
-33.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.1% | -7.1% | -3.0% |
| 7D | -7.0% | +4.3% | -11.2% | -7.8% |
| 30D | -4.8% | +12.5% | -17.3% | -7.6% |
| 3M | +3.8% | +31.2% | -27.4% | -2.6% |
| 6M | +50.0% | +14.4% | +35.7% | +43.9% |
| YTD | +41.5% | +33.9% | +7.6% | +27.7% |
| 1Y | +32.8% | +65.1% | -32.2% | +9.8% |
| All | +32.8% | +66.7% | -33.9% | +9.8% |
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