-68.4%
U vs FIVE
+14.2%
-82.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +36.6% | -0.3% | +36.9% | +36.1% |
| 30D | +13.3% | +17.7% | -4.3% | +2.7% |
| 3M | +26.2% | +4.0% | +22.2% | +21.3% |
| 6M | +88.7% | +2.6% | +86.1% | +80.1% |
| YTD | +16.6% | +27.6% | -11.0% | -3.3% |
| 1Y | +29.0% | +59.9% | -31.0% | -6.7% |
| 3Y | +99.5% | +35.8% | +63.7% | +47.8% |
| All | -68.4% | +14.2% | -82.6% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling