+10.7%
O vs FIVE
+14.2%
-3.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +3.7% | -0.3% | +4.0% | +3.7% |
| 30D | +11.2% | +17.7% | -6.5% | +10.0% |
| 3M | -4.0% | +4.0% | -8.0% | -4.3% |
| 6M | -5.2% | +2.6% | -7.9% | -5.6% |
| YTD | +9.5% | +27.6% | -18.1% | +7.4% |
| 1Y | +10.6% | +59.9% | -49.3% | +6.8% |
| 3Y | +38.1% | +35.8% | +2.3% | +37.2% |
| All | +10.7% | +14.2% | -3.5% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling