+163.6%
W vs FIVE
+547.8%
-384.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.1% | -2.6% | -0.7% |
| 7D | -4.2% | +4.3% | -8.4% | -6.8% |
| 30D | -7.6% | +12.5% | -20.1% | -14.9% |
| 3M | +37.2% | +31.2% | +5.9% | +14.5% |
| 6M | +26.3% | +14.4% | +12.0% | +12.2% |
| YTD | -1.0% | +33.9% | -34.9% | -20.4% |
| 1Y | +20.1% | +65.1% | -45.0% | -16.4% |
| 3Y | +37.8% | +49.0% | -11.2% | -5.9% |
| 5Y | -63.7% | +30.3% | -93.9% | -71.8% |
| 10Y | +156.3% | +481.1% | -324.8% | -2.6% |
| All | +163.6% | +547.8% | -384.2% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling