+611.1%
RF vs FIVE
+868.1%
-257.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.4% |
| 7D | +1.3% | +4.3% | -2.9% | +0.2% |
| 30D | -3.6% | +12.5% | -16.1% | -6.8% |
| 3M | +8.1% | +31.2% | -23.2% | +0.1% |
| 6M | +11.5% | +14.4% | -2.9% | +6.0% |
| YTD | +15.6% | +33.9% | -18.3% | +5.2% |
| 1Y | +15.7% | +65.1% | -49.4% | -0.9% |
| 3Y | +86.9% | +49.0% | +37.9% | +54.0% |
| 5Y | +89.8% | +30.3% | +59.5% | +56.0% |
| 10Y | +344.7% | +481.1% | -136.4% | +146.3% |
| All | +611.1% | +868.1% | -257.1% | +274.2% |
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