+113.0%
SPOT vs FIVE
+31.2%
+81.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.1% | -8.3% | -4.3% |
| 7D | -0.9% | +4.3% | -5.2% | -1.9% |
| 30D | +12.5% | +12.5% | 0.0% | +9.2% |
| 3M | +9.9% | +31.2% | -21.3% | +2.8% |
| 6M | +1.6% | +14.4% | -12.8% | -2.9% |
| YTD | -6.6% | +33.9% | -40.5% | -14.3% |
| 1Y | -22.9% | +65.1% | -88.0% | -33.4% |
| 3Y | +244.3% | +49.0% | +195.3% | +195.8% |
| All | +113.0% | +31.2% | +81.7% | +75.6% |
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