-53.6%
Z vs FIVE
+63.3%
-116.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.7% | +2.7% | +8.0% |
| 7D | +10.2% | +7.5% | +2.7% | +8.5% |
| 30D | +23.7% | +16.7% | +7.0% | +19.9% |
| 3M | -6.6% | +13.4% | -19.9% | -9.0% |
| 6M | -23.0% | +9.0% | -32.1% | -24.3% |
| YTD | -50.3% | +33.8% | -84.1% | -53.8% |
| 1Y | -53.6% | +61.2% | -114.7% | -61.4% |
| All | -53.6% | +63.3% | -116.8% | -61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling