-30.4%
Z vs FIVE
+3.9%
-34.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.3% | -6.4% | -9.7% |
| 7D | -2.3% | -1.7% | -0.5% | -1.9% |
| 30D | +9.4% | +14.9% | -5.6% | +7.9% |
| 3M | -16.1% | +7.6% | -23.7% | -16.2% |
| 6M | -30.4% | +6.4% | -36.8% | -31.1% |
| All | -30.4% | +3.9% | -34.4% | -31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling