+322.4%
NET vs FIVE
+41.4%
+281.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.7% | -9.3% | -4.0% |
| 7D | -16.4% | +7.5% | -23.8% | -17.7% |
| 30D | -25.8% | +16.7% | -42.6% | -28.4% |
| 3M | -11.5% | +13.4% | -24.9% | -14.4% |
| 6M | +18.9% | +9.0% | +9.9% | +15.3% |
| YTD | +35.2% | +33.8% | +1.4% | +24.6% |
| 1Y | +14.5% | +61.2% | -46.7% | +0.8% |
| All | +322.4% | +41.4% | +281.0% | +240.6% |
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