+108.3%
V vs FIVE
+16.7%
+91.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.9% | +2.7% | -1.7% | +0.5% |
| 30D | +9.0% | +12.7% | -3.7% | +7.2% |
| 3M | +16.7% | +2.1% | +14.7% | +16.2% |
| 6M | +33.4% | +17.5% | +15.9% | +29.8% |
| YTD | +22.4% | +31.0% | -8.6% | +16.6% |
| 1Y | +27.7% | +67.7% | -40.1% | +17.3% |
| 3Y | +78.0% | +43.4% | +34.6% | +63.0% |
| All | +108.3% | +16.7% | +91.6% | +99.3% |
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