+26.4%
P vs FIVE
+66.7%
-40.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.7% | +0.5% |
| 7D | +6.5% | +4.3% | +2.3% | +5.7% |
| 30D | +18.8% | +12.5% | +6.3% | +15.8% |
| 3M | +26.7% | +31.2% | -4.5% | +19.9% |
| 6M | +62.2% | +14.4% | +47.8% | +55.8% |
| YTD | +48.5% | +33.9% | +14.6% | +33.4% |
| 1Y | +26.4% | +65.1% | -38.7% | +4.0% |
| All | +26.4% | +66.7% | -40.3% | +4.0% |
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