+199.8%
TER vs FIVE
+66.7%
+133.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.1% | +0.3% | +3.0% |
| 7D | +0.6% | +4.3% | -3.7% | -1.4% |
| 30D | -8.3% | +12.5% | -20.8% | -14.5% |
| 3M | -12.2% | +31.2% | -43.5% | -24.9% |
| 6M | +17.0% | +14.4% | +2.7% | +7.6% |
| YTD | +84.6% | +33.9% | +50.7% | +51.6% |
| 1Y | +199.8% | +65.1% | +134.8% | +112.3% |
| All | +199.8% | +66.7% | +133.1% | +112.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling