-7.4%
T vs FIVE
+63.0%
-70.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +2.6% | +7.3% | -4.8% | +2.2% |
| 30D | -1.1% | +18.1% | -19.1% | -1.9% |
| 3M | -7.7% | +7.7% | -15.5% | -8.1% |
| 6M | -10.6% | +13.6% | -24.2% | -11.4% |
| YTD | -7.5% | +34.6% | -42.0% | -8.8% |
| 1Y | -7.4% | +66.2% | -73.7% | -10.3% |
| All | -7.4% | +63.0% | -70.4% | -10.3% |
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