+145.5%
TER vs FIVE
+35.4%
+110.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.3% | -11.0% | -13.9% |
| 7D | -28.2% | -1.7% | -26.5% | -27.7% |
| 30D | -50.6% | +14.9% | -65.5% | -52.9% |
| 3M | -45.3% | +7.6% | -53.0% | -47.2% |
| 6M | -40.4% | +6.4% | -46.8% | -42.6% |
| YTD | +10.0% | +28.1% | -18.0% | -0.1% |
| 1Y | +13.6% | +54.7% | -41.1% | -3.0% |
| All | +145.5% | +35.4% | +110.1% | +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 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