+20.0%
ON vs FIVE
+16.7%
+3.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +12.2% | +2.7% | +9.6% | +11.1% |
| 30D | -3.1% | +12.7% | -15.8% | -7.8% |
| 3M | -12.9% | +2.1% | -14.9% | -14.5% |
| 6M | -38.6% | +17.5% | -56.1% | -43.8% |
| YTD | +31.2% | +31.0% | +0.3% | +13.1% |
| 1Y | +47.6% | +67.7% | -20.1% | +13.7% |
| 3Y | +6.6% | +43.4% | -36.8% | -19.9% |
| All | +20.0% | +16.7% | +3.3% | -3.9% |
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 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