-9.1%
T vs FIVE
+66.7%
-75.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.1% | -7.0% | -2.1% |
| 7D | -1.3% | +4.3% | -5.5% | -1.4% |
| 30D | +11.4% | +12.5% | -1.1% | +11.0% |
| 3M | +14.3% | +31.2% | -16.9% | +13.4% |
| 6M | -9.3% | +14.4% | -23.6% | -9.6% |
| YTD | +7.1% | +33.9% | -26.8% | +7.3% |
| 1Y | -9.1% | +65.1% | -74.1% | -7.7% |
| All | -9.1% | +66.7% | -75.8% | -7.7% |
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