+142.0%
W vs FIVE
+34.8%
+107.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -3.6% | -0.3% | -3.3% | -3.1% |
| 30D | +7.0% | +17.7% | -10.7% | -2.5% |
| 3M | +7.4% | +4.0% | +3.4% | +4.3% |
| 6M | +69.3% | +2.6% | +66.7% | +63.3% |
| YTD | +11.3% | +27.6% | -16.3% | -7.3% |
| 1Y | +13.2% | +59.9% | -46.7% | -18.4% |
| 3Y | +142.0% | +35.8% | +106.2% | +42.1% |
| All | +142.0% | +34.8% | +107.2% | +42.1% |
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 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