+172.8%
W vs FIVE
+42.1%
+130.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.6% | -1.0% | +1.2% |
| 7D | +3.3% | +6.2% | -2.9% | 0.0% |
| 30D | +10.5% | +18.2% | -7.7% | +0.5% |
| 3M | +9.6% | +3.8% | +5.8% | +6.6% |
| 6M | +76.4% | +13.7% | +62.7% | +60.0% |
| YTD | +16.4% | +34.7% | -18.3% | -6.2% |
| 1Y | +9.3% | +66.6% | -57.3% | -23.1% |
| 3Y | +172.8% | +44.3% | +128.5% | +57.5% |
| All | +172.8% | +42.1% | +130.7% | +57.5% |
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