+485.4%
P vs FIVE
+607.6%
-122.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.7% | -0.3% |
| 7D | +6.5% | +4.3% | +2.3% | +5.0% |
| 30D | +18.8% | +12.5% | +6.3% | +13.8% |
| 3M | +26.7% | +31.2% | -4.5% | +14.8% |
| 6M | +62.2% | +14.4% | +47.8% | +51.6% |
| YTD | +48.5% | +33.9% | +14.6% | +31.6% |
| 1Y | +26.4% | +65.1% | -38.7% | +3.6% |
| 3Y | +159.4% | +49.0% | +110.4% | +101.9% |
| 5Y | +275.8% | +30.3% | +245.5% | +192.8% |
| 10Y | +732.0% | +481.1% | +250.9% | +327.3% |
| All | +485.4% | +607.6% | -122.3% | +200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling