+200.6%
W vs FIVE
+519.7%
-319.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.3% | -4.0% | -5.6% |
| 7D | -5.6% | -1.7% | -3.9% | -4.2% |
| 30D | +7.5% | +14.9% | -7.4% | -1.1% |
| 3M | +5.4% | +7.6% | -2.2% | -0.2% |
| 6M | +79.4% | +6.4% | +73.0% | +68.5% |
| YTD | +12.9% | +28.1% | -15.2% | -6.7% |
| 1Y | +12.4% | +54.7% | -42.3% | -17.8% |
| 3Y | +128.5% | +36.1% | +92.4% | +65.8% |
| 5Y | -54.0% | +14.9% | -68.8% | -61.7% |
| 10Y | +248.8% | +578.8% | -330.1% | +28.7% |
| All | +200.6% | +519.7% | -319.1% | +11.1% |
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 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