+19.8%
U vs FIVE
+66.9%
-47.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | +16.9% | -0.5% | +17.4% | +16.9% |
| 30D | +6.4% | +17.4% | -11.0% | +1.5% |
| 3M | +13.2% | +7.0% | +6.1% | +10.5% |
| 6M | +84.8% | +20.5% | +64.3% | +72.3% |
| YTD | +12.4% | +33.1% | -20.7% | -2.2% |
| 1Y | +19.8% | +67.1% | -47.3% | -8.0% |
| All | +19.8% | +66.9% | -47.1% | -8.0% |
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