-18.4%
Z vs FIVE
+35.4%
-53.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.3% | -6.4% | -9.7% |
| 7D | -2.3% | -1.7% | -0.5% | -1.7% |
| 30D | +9.4% | +14.9% | -5.6% | +6.3% |
| 3M | -16.1% | +7.6% | -23.7% | -17.5% |
| 6M | -30.4% | +6.4% | -36.8% | -31.8% |
| YTD | -55.6% | +28.1% | -83.7% | -58.4% |
| 1Y | -58.5% | +54.7% | -113.2% | -62.8% |
| All | -18.4% | +35.4% | -53.8% | -41.4% |
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 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