+33.6%
TER vs FIVE
+63.0%
-29.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -8.9% | +7.3% | -16.2% | -10.9% |
| 30D | -39.1% | +18.1% | -57.1% | -42.5% |
| 3M | -32.8% | +7.7% | -40.5% | -35.2% |
| 6M | -31.7% | +13.6% | -45.4% | -36.1% |
| YTD | +26.9% | +34.6% | -7.7% | +6.2% |
| 1Y | +33.6% | +66.2% | -32.7% | -4.0% |
| All | +33.6% | +63.0% | -29.4% | -4.0% |
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