+30.0%
S vs FIVE
+63.0%
-33.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.4% | -4.8% | -6.1% |
| 7D | +4.1% | +2.4% | +1.6% | +3.9% |
| 30D | -7.2% | +15.8% | -23.0% | -7.5% |
| 3M | 0.0% | +3.8% | -3.8% | -0.5% |
| 6M | +41.6% | +18.5% | +23.1% | +40.7% |
| YTD | +48.6% | +31.2% | +17.4% | +47.6% |
| 1Y | +30.0% | +61.8% | -31.8% | +31.8% |
| All | +30.0% | +63.0% | -33.0% | +31.8% |
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