+147.7%
P vs FIVE
+50.0%
+97.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.7% | +0.1% |
| 7D | +6.5% | +4.3% | +2.3% | +5.4% |
| 30D | +18.8% | +12.5% | +6.3% | +15.1% |
| 3M | +26.7% | +31.2% | -4.5% | +17.8% |
| 6M | +62.2% | +14.4% | +47.8% | +54.4% |
| YTD | +48.5% | +33.9% | +14.6% | +35.6% |
| 1Y | +26.4% | +65.1% | -38.7% | +8.5% |
| All | +147.7% | +50.0% | +97.7% | +66.4% |
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 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