-39.0%
U vs FIVE
+84.4%
-123.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -3.7% |
| 7D | -3.8% | +4.3% | -8.1% | -6.1% |
| 30D | +17.5% | +12.5% | +4.9% | +10.1% |
| 3M | +38.7% | +31.2% | +7.5% | +19.3% |
| 6M | +104.4% | +14.4% | +90.1% | +85.2% |
| YTD | -5.7% | +33.9% | -39.6% | -21.7% |
| 1Y | +3.7% | +65.1% | -61.4% | -23.7% |
| 3Y | +12.3% | +49.0% | -36.6% | -20.8% |
| 5Y | -68.8% | +30.3% | -99.1% | -77.4% |
| All | -39.0% | +84.4% | -123.4% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling