+65.5%
T vs FIVE
+40.0%
+25.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.5% | +2.7% | -0.1% | +2.5% |
| 30D | -3.8% | +12.7% | -16.4% | -3.8% |
| 3M | -8.7% | +2.1% | -10.8% | -8.7% |
| 6M | -8.1% | +17.5% | -25.6% | -8.1% |
| YTD | -6.4% | +31.0% | -37.4% | -6.3% |
| 1Y | -9.8% | +67.7% | -77.5% | -9.4% |
| 3Y | +65.5% | +43.4% | +22.1% | +74.2% |
| All | +65.5% | +40.0% | +25.5% | +74.2% |
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