+26.7%
Q vs FIVE
+54.3%
-27.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +0.1% |
| 7D | +0.2% | +4.3% | -4.0% | -1.1% |
| 30D | -11.1% | +12.5% | -23.6% | -15.0% |
| 3M | -22.1% | +31.2% | -53.4% | -29.5% |
| 6M | +0.5% | +14.4% | -13.9% | -5.2% |
| YTD | +47.8% | +33.9% | +13.9% | +25.1% |
| All | +26.7% | +54.3% | -27.5% | -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