+40.9%
O vs FIVE
+42.3%
-1.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.1% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | +9.4% | +17.4% | -8.0% | +9.0% |
| 3M | -2.4% | +7.0% | -9.4% | -2.6% |
| 6M | -1.9% | +20.5% | -22.3% | -2.3% |
| YTD | +10.5% | +33.1% | -22.7% | +9.8% |
| 1Y | +10.0% | +67.1% | -57.1% | +9.0% |
| All | +40.9% | +42.3% | -1.3% | +43.5% |
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