-54.2%
W vs FIVE
+14.2%
-68.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -3.6% | -0.3% | -3.3% | -3.0% |
| 30D | +7.0% | +17.7% | -10.7% | -5.7% |
| 3M | +7.4% | +4.0% | +3.4% | +2.9% |
| 6M | +69.3% | +2.6% | +66.7% | +60.0% |
| YTD | +11.3% | +27.6% | -16.3% | -14.0% |
| 1Y | +13.2% | +59.9% | -46.7% | -28.0% |
| 3Y | +142.0% | +35.8% | +106.2% | +60.3% |
| All | -54.2% | +14.2% | -68.4% | -69.7% |
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