+1,083.3%
DE vs FIVE
+873.2%
+210.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +3.3% | +7.3% | -4.1% | +1.8% |
| 30D | +10.7% | +18.1% | -7.3% | +7.1% |
| 3M | +13.1% | +7.7% | +5.4% | +11.1% |
| 6M | +20.2% | +13.6% | +6.6% | +16.1% |
| YTD | +48.9% | +34.6% | +14.3% | +38.4% |
| 1Y | +46.6% | +66.2% | -19.6% | +30.5% |
| 3Y | +91.4% | +43.5% | +47.9% | +66.0% |
| 5Y | +108.1% | +20.7% | +87.5% | +81.6% |
| 10Y | +782.7% | +541.5% | +241.2% | +467.3% |
| All | +1,083.3% | +873.2% | +210.2% | +609.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling