+327.1%
NET vs FIVE
+50.0%
+277.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.1% | -7.1% | -3.1% |
| 7D | -7.0% | +4.3% | -11.2% | -7.9% |
| 30D | -4.8% | +12.5% | -17.3% | -7.7% |
| 3M | +3.8% | +31.2% | -27.4% | -3.1% |
| 6M | +50.0% | +14.4% | +35.7% | +43.6% |
| YTD | +41.5% | +33.9% | +7.6% | +30.1% |
| 1Y | +32.8% | +65.1% | -32.2% | +15.5% |
| All | +327.1% | +50.0% | +277.0% | +229.2% |
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