-8.6%
Z vs FIVE
+41.4%
-50.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.7% | +2.7% | +7.9% |
| 7D | +10.2% | +7.5% | +2.7% | +8.5% |
| 30D | +23.7% | +16.7% | +7.0% | +19.6% |
| 3M | -6.6% | +13.4% | -19.9% | -9.3% |
| 6M | -23.0% | +9.0% | -32.1% | -25.1% |
| YTD | -50.3% | +33.8% | -84.1% | -54.0% |
| 1Y | -53.6% | +61.2% | -114.7% | -58.8% |
| All | -8.6% | +41.4% | -50.1% | -35.2% |
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 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