-58.5%
Z vs FIVE
+54.7%
-113.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.3% | -6.4% | -9.6% |
| 7D | -2.3% | -1.7% | -0.5% | -1.7% |
| 30D | +9.4% | +14.9% | -5.6% | +6.8% |
| 3M | -16.1% | +7.6% | -23.7% | -17.2% |
| 6M | -30.4% | +6.4% | -36.8% | -31.2% |
| YTD | -55.6% | +28.1% | -83.7% | -58.3% |
| 1Y | -58.5% | +54.7% | -113.2% | -65.1% |
| All | -58.5% | +54.7% | -113.2% | -65.1% |
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 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