+578.6%
RF vs FIVE
+867.4%
-288.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.7% | -5.2% | -0.2% |
| 7D | +2.3% | +7.5% | -5.2% | +0.3% |
| 30D | +7.2% | +16.7% | -9.5% | +2.9% |
| 3M | -8.2% | +13.4% | -21.6% | -11.6% |
| 6M | +7.0% | +9.0% | -2.0% | +3.2% |
| YTD | +10.3% | +33.8% | -23.5% | +0.2% |
| 1Y | +25.1% | +61.2% | -36.1% | +8.0% |
| 3Y | +110.3% | +42.1% | +68.2% | +75.4% |
| 5Y | +47.1% | +21.4% | +25.7% | +23.5% |
| 10Y | +297.9% | +609.1% | -311.2% | +113.3% |
| All | +578.6% | +867.4% | -288.8% | +256.3% |
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