+63.1%
T vs FIVE
+43.9%
+19.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +2.6% | +7.3% | -4.8% | +2.6% |
| 30D | -1.1% | +18.1% | -19.1% | -1.1% |
| 3M | -7.7% | +7.7% | -15.5% | -7.7% |
| 6M | -10.6% | +13.6% | -24.2% | -10.6% |
| YTD | -7.5% | +34.6% | -42.0% | -7.3% |
| 1Y | -7.4% | +66.2% | -73.7% | -7.1% |
| 3Y | +63.1% | +43.5% | +19.6% | +71.8% |
| All | +63.1% | +43.9% | +19.1% | +71.8% |
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