+107.7%
T vs FIVE
+50.0%
+57.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.1% | -7.0% | -2.0% |
| 7D | -1.3% | +4.3% | -5.5% | -1.3% |
| 30D | +11.4% | +12.5% | -1.1% | +11.3% |
| 3M | +14.3% | +31.2% | -16.9% | +14.1% |
| 6M | -9.3% | +14.4% | -23.6% | -9.3% |
| YTD | +7.1% | +33.9% | -26.8% | +7.1% |
| 1Y | -9.1% | +65.1% | -74.1% | -9.0% |
| All | +107.7% | +50.0% | +57.7% | +115.4% |
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