-63.1%
W vs FIVE
+31.2%
-94.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.1% | -2.6% | -1.5% |
| 7D | -4.2% | +4.3% | -8.4% | -7.5% |
| 30D | -7.6% | +12.5% | -20.1% | -16.9% |
| 3M | +37.2% | +31.2% | +5.9% | +8.6% |
| 6M | +26.3% | +14.4% | +12.0% | +7.8% |
| YTD | -1.0% | +33.9% | -34.9% | -26.1% |
| 1Y | +20.1% | +65.1% | -45.0% | -26.0% |
| 3Y | +37.8% | +49.0% | -11.2% | -17.1% |
| All | -63.1% | +31.2% | -94.4% | -77.0% |
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