+99.1%
V vs FIVE
+14.2%
+84.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +13.6% | +17.7% | -4.1% | +11.2% |
| 3M | +14.3% | +4.0% | +10.3% | +13.5% |
| 6M | +33.1% | +2.6% | +30.5% | +31.9% |
| YTD | +21.2% | +27.6% | -6.3% | +16.0% |
| 1Y | +26.4% | +59.9% | -33.5% | +17.0% |
| 3Y | +77.6% | +35.8% | +41.8% | +64.5% |
| All | +99.1% | +14.2% | +84.9% | +90.1% |
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