+96.4%
DE vs FIVE
+38.7%
+57.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -2.0% |
| 7D | +0.7% | +3.7% | -3.0% | +0.1% |
| 30D | +9.6% | +4.0% | +5.7% | +8.9% |
| 3M | +19.0% | +36.2% | -17.3% | +12.9% |
| 6M | +16.1% | +18.0% | -2.0% | +12.2% |
| YTD | +47.0% | +34.9% | +12.1% | +38.8% |
| 1Y | +43.1% | +67.9% | -24.8% | +29.9% |
| 3Y | +77.5% | +57.3% | +20.2% | +55.9% |
| 5Y | +96.4% | +39.5% | +56.8% | +68.1% |
| All | +96.4% | +38.7% | +57.7% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling