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What should the 5 day return tell you?
Return from the last 5 calendar days (6/25 - 6/30) 9%  9%  [ 2 ]
Return from the last 5 trading days (6/23 - 6/30) 91%  91%  [ 20 ]
Total votes : 22
 
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 Post Posted: Tue Jun 30, 2020 12:09 pm 
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So I finally found that problem and fixed it. They should all be recalculated now.

But did you all realize that these are calendar-day returns that include weekends and holidays?

That threw me off when I was looking for the bug. The 5 day return for 6/30 is the difference from 6/30 - 6/25. So it's only 2 trading days. I'm not used to doing math that way.

Maybe you all knew that already. But is that the way it should work, or should the 5-day return (and others) show you the return from the last 5 trading days?

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AGG (F Fund)
iShares Lehman Aggregate Bond (AGG)

S&P 500 (C Fund)
S&P 500 INDEX,RTH (^GSPC)

DWCPF (S Fund)
Dow Jones U.S. Completion Total Stock Market Index (^DWCPF)

EFA (I Fund)
iShares MSCI EAFE Index (EFA)