+1,381.0%
NET vs FIVE
+86.4%
+1,294.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.7% | -9.3% | -5.1% |
| 7D | -16.4% | +7.5% | -23.8% | -18.8% |
| 30D | -25.8% | +16.7% | -42.6% | -30.4% |
| 3M | -11.5% | +13.4% | -24.9% | -16.7% |
| 6M | +18.9% | +9.0% | +9.9% | +12.2% |
| YTD | +35.2% | +33.8% | +1.4% | +16.7% |
| 1Y | +14.5% | +61.2% | -46.7% | -8.6% |
| 3Y | +313.8% | +42.1% | +271.7% | +219.0% |
| 5Y | +32.6% | +21.4% | +11.2% | +4.6% |
| All | +1,381.0% | +86.4% | +1,294.6% | +870.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling