-72.0%
S vs FIVE
+31.2%
-103.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -1.5% |
| 7D | -7.7% | +4.3% | -12.0% | -9.1% |
| 30D | -5.3% | +12.5% | -17.8% | -9.9% |
| 3M | +20.3% | +31.2% | -11.0% | +7.4% |
| 6M | +47.4% | +14.4% | +33.0% | +36.5% |
| YTD | +32.5% | +33.9% | -1.4% | +14.7% |
| 1Y | +9.5% | +65.1% | -55.5% | -14.0% |
| 3Y | +15.5% | +49.0% | -33.5% | -10.0% |
| All | -72.0% | +31.2% | -103.2% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling