+78.4%
V vs FIVE
+42.1%
+36.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.7% | -0.5% |
| 7D | -0.8% | +6.2% | -7.0% | -1.2% |
| 30D | +9.5% | +18.2% | -8.7% | +8.3% |
| 3M | +16.7% | +3.8% | +12.8% | +16.3% |
| 6M | +32.9% | +13.7% | +19.2% | +31.5% |
| YTD | +21.1% | +34.7% | -13.6% | +18.0% |
| 1Y | +26.6% | +66.6% | -40.0% | +21.5% |
| 3Y | +78.4% | +44.3% | +34.1% | +61.2% |
| All | +78.4% | +42.1% | +36.3% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling