-68.9%
XYZ vs FIVE
+31.2%
-100.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -3.0% |
| 7D | -1.0% | +4.3% | -5.2% | -3.0% |
| 30D | -1.7% | +12.5% | -14.2% | -7.5% |
| 3M | +16.7% | +31.2% | -14.5% | +1.8% |
| 6M | +26.9% | +14.4% | +12.5% | +16.2% |
| YTD | +27.1% | +33.9% | -6.7% | +8.0% |
| 1Y | +9.3% | +65.1% | -55.8% | -16.6% |
| 3Y | +42.3% | +49.0% | -6.7% | +6.8% |
| All | -68.9% | +31.2% | -100.1% | -76.2% |
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 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