-65.8%
TEAM vs FIVE
+18.5%
-84.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | -16.9% | +2.4% | -19.4% | -17.7% |
| 30D | -26.8% | +15.8% | -42.6% | -31.1% |
| 3M | -1.9% | +3.8% | -5.7% | -4.5% |
| 6M | +79.2% | +18.5% | +60.6% | +64.7% |
| YTD | -6.1% | +31.2% | -37.3% | -18.6% |
| 1Y | -2.1% | +61.8% | -63.9% | -22.4% |
| 3Y | -13.6% | +39.9% | -53.5% | -31.4% |
| 5Y | -65.8% | +18.3% | -84.1% | -70.3% |
| All | -65.8% | +18.5% | -84.3% | -70.3% |
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 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