-25.1%
ON vs FIVE
+50.0%
-75.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | -0.7% |
| 7D | +2.4% | +4.3% | -1.8% | +1.0% |
| 30D | -3.3% | +12.5% | -15.8% | -7.4% |
| 3M | -43.6% | +31.2% | -74.8% | -48.8% |
| 6M | +19.0% | +14.4% | +4.6% | +11.9% |
| YTD | +37.4% | +33.9% | +3.5% | +21.9% |
| 1Y | +54.8% | +65.1% | -10.3% | +27.5% |
| All | -25.1% | +50.0% | -75.1% | -48.5% |
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