-40.3%
NOW vs FIVE
+66.9%
-107.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.1% |
| 7D | -5.6% | -0.5% | -5.1% | -5.6% |
| 30D | -26.8% | +17.4% | -44.2% | -26.9% |
| 3M | -19.4% | +7.0% | -26.5% | -19.6% |
| 6M | +12.3% | +20.5% | -8.1% | +11.3% |
| YTD | -32.9% | +33.1% | -66.0% | -35.1% |
| 1Y | -40.3% | +67.1% | -107.4% | -45.1% |
| All | -40.3% | +66.9% | -107.2% | -45.1% |
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