+238.6%
P vs FIVE
+14.2%
+224.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | -23.8% | -0.3% | -23.5% | -23.7% |
| 30D | -36.6% | +17.7% | -54.3% | -39.5% |
| 3M | +10.9% | +4.0% | +6.9% | +8.9% |
| 6M | +30.0% | +2.6% | +27.4% | +26.8% |
| YTD | +44.4% | +27.6% | +16.8% | +31.1% |
| 1Y | +3.9% | +59.9% | -56.0% | -12.5% |
| 3Y | +176.6% | +35.8% | +140.8% | +125.1% |
| All | +238.6% | +14.2% | +224.5% | +183.0% |
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 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