-34.0%
Z vs FIVE
+50.0%
-84.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.1% | -7.2% | -3.2% |
| 7D | -3.0% | +4.3% | -7.3% | -3.9% |
| 30D | -4.2% | +12.5% | -16.7% | -6.7% |
| 3M | -3.7% | +31.2% | -34.9% | -9.5% |
| 6M | -24.5% | +14.4% | -38.9% | -27.4% |
| YTD | -49.3% | +33.9% | -83.2% | -53.0% |
| 1Y | -58.7% | +65.1% | -123.7% | -63.6% |
| All | -34.0% | +50.0% | -84.0% | -51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling