+53.4%
T vs FIVE
+14.2%
+39.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +1.0% | -0.3% | +1.3% | +1.0% |
| 30D | -10.6% | +17.7% | -28.3% | -11.2% |
| 3M | -7.7% | +4.0% | -11.7% | -7.9% |
| 6M | -13.3% | +2.6% | -15.9% | -13.5% |
| YTD | -8.8% | +27.6% | -36.3% | -9.8% |
| 1Y | -8.4% | +59.9% | -68.3% | -10.2% |
| 3Y | +59.6% | +35.8% | +23.9% | +60.4% |
| All | +53.4% | +14.2% | +39.3% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling