+98.7%
DE vs FIVE
+14.2%
+84.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | +2.3% | +17.7% | -15.4% | -0.4% |
| 3M | +9.5% | +4.0% | +5.5% | +8.5% |
| 6M | +14.1% | +2.6% | +11.5% | +12.8% |
| YTD | +45.4% | +27.6% | +17.8% | +38.4% |
| 1Y | +42.9% | +59.9% | -17.0% | +30.8% |
| 3Y | +84.8% | +35.8% | +49.1% | +67.5% |
| All | +98.7% | +14.2% | +84.5% | +77.4% |
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 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