+26.0%
V vs FIVE
+68.8%
-42.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.8% | +7.3% | -6.5% | +0.5% |
| 30D | +9.9% | +18.1% | -8.1% | +9.4% |
| 3M | +17.5% | +7.7% | +9.8% | +17.2% |
| 6M | +33.5% | +13.6% | +19.8% | +33.1% |
| YTD | +21.6% | +34.6% | -13.0% | +15.9% |
| All | +26.0% | +68.8% | -42.7% | +12.4% |
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