+33.1%
S vs FIVE
+55.9%
-22.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -13.4% | -0.3% | -13.2% | -13.3% |
| 30D | -14.0% | +17.7% | -31.6% | -14.1% |
| 3M | +4.9% | +4.0% | +0.9% | +4.5% |
| 6M | +42.0% | +2.6% | +39.4% | +42.8% |
| YTD | +45.1% | +27.6% | +17.6% | +44.6% |
| 1Y | +33.1% | +59.9% | -26.9% | +35.7% |
| All | +33.1% | +55.9% | -22.8% | +35.7% |
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