+237.3%
P vs FIVE
+15.3%
+222.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -4.3% | -12.1% | -15.2% |
| 7D | -31.9% | -1.7% | -30.2% | -31.5% |
| 30D | -36.5% | +14.9% | -51.5% | -39.0% |
| 3M | +11.6% | +7.6% | +4.0% | +8.5% |
| 6M | +25.2% | +6.4% | +18.8% | +20.7% |
| YTD | +39.4% | +28.1% | +11.4% | +26.5% |
| 1Y | -3.7% | +54.7% | -58.4% | -18.0% |
| 3Y | +167.3% | +36.1% | +131.2% | +117.4% |
| 5Y | +237.3% | +14.9% | +222.4% | +180.1% |
| All | +237.3% | +15.3% | +222.0% | +180.1% |
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