+40.6%
S vs FIVE
+34.8%
+5.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -13.4% | -0.3% | -13.2% | -13.4% |
| 30D | -14.0% | +17.7% | -31.6% | -16.1% |
| 3M | +4.9% | +4.0% | +0.9% | +3.9% |
| 6M | +42.0% | +2.6% | +39.4% | +40.5% |
| YTD | +45.1% | +27.6% | +17.6% | +37.6% |
| 1Y | +33.1% | +59.9% | -26.9% | +20.7% |
| 3Y | +40.6% | +35.8% | +4.9% | +29.7% |
| All | +40.6% | +34.8% | +5.8% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling