+106.7%
UUUU vs FIVE
+868.1%
-761.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.7% |
| 7D | -1.4% | +4.3% | -5.6% | -2.6% |
| 30D | +16.3% | +12.5% | +3.8% | +12.3% |
| 3M | -16.7% | +31.2% | -47.9% | -23.3% |
| 6M | -33.7% | +14.4% | -48.0% | -36.6% |
| YTD | -0.5% | +33.9% | -34.4% | -9.4% |
| 1Y | +28.9% | +65.1% | -36.2% | +9.5% |
| 3Y | +99.9% | +49.0% | +50.9% | +62.0% |
| 5Y | +135.3% | +30.3% | +105.0% | +94.0% |
| 10Y | +518.4% | +481.1% | +37.3% | +236.0% |
| All | +106.7% | +868.1% | -761.4% | -1.0% |
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 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