+33.8%
Q vs FIVE
+63.0%
-29.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.6% | -2.6% |
| 7D | +11.5% | +2.4% | +9.1% | +10.7% |
| 30D | -0.2% | +15.8% | -16.0% | -4.1% |
| 3M | -13.6% | +3.8% | -17.4% | -15.0% |
| 6M | -27.0% | +18.5% | -45.6% | -32.3% |
| YTD | +50.5% | +31.2% | +19.3% | +26.8% |
| 1Y | +33.8% | +61.8% | -28.1% | -4.9% |
| All | +33.8% | +63.0% | -29.3% | -4.9% |
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