-38.7%
NOW vs FIVE
+63.3%
-102.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.7% | -7.0% | -0.2% |
| 7D | -27.5% | +7.5% | -35.0% | -27.3% |
| 30D | -20.0% | +16.7% | -36.7% | -20.3% |
| 3M | -7.9% | +13.4% | -21.3% | -8.5% |
| 6M | +18.3% | +9.0% | +9.3% | +18.2% |
| YTD | -29.0% | +33.8% | -62.8% | -31.6% |
| 1Y | -38.7% | +61.2% | -99.9% | -43.9% |
| All | -38.7% | +63.3% | -102.0% | -43.9% |
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