+151.8%
TER vs FIVE
+34.8%
+116.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -20.5% | -0.3% | -20.2% | -20.4% |
| 30D | -47.0% | +17.7% | -64.7% | -49.9% |
| 3M | -43.3% | +4.0% | -47.3% | -44.6% |
| 6M | -42.9% | +2.6% | -45.5% | -44.3% |
| YTD | +12.9% | +27.6% | -14.7% | +2.6% |
| 1Y | +18.2% | +59.9% | -41.8% | -0.2% |
| 3Y | +151.8% | +35.8% | +116.0% | +74.9% |
| All | +151.8% | +34.8% | +116.9% | +74.9% |
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