+21.2%
RF vs FIVE
+54.7%
-33.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.1% | -1.6% |
| 7D | -1.6% | -1.7% | +0.1% | -1.4% |
| 30D | +5.0% | +14.9% | -9.9% | +3.4% |
| 3M | -10.0% | +7.6% | -17.6% | -10.9% |
| 6M | +3.3% | +6.4% | -3.1% | +2.5% |
| YTD | +7.9% | +28.1% | -20.1% | +0.4% |
| 1Y | +21.2% | +54.7% | -33.5% | +5.0% |
| All | +21.2% | +54.7% | -33.5% | +5.0% |
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