+1,090.6%
DE vs FIVE
+868.1%
+222.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.1% |
| 7D | +10.0% | +4.3% | +5.8% | +9.1% |
| 30D | +13.3% | +12.5% | +0.8% | +10.6% |
| 3M | +17.5% | +31.2% | -13.7% | +10.9% |
| 6M | +13.6% | +14.4% | -0.8% | +9.5% |
| YTD | +49.8% | +33.9% | +15.9% | +39.7% |
| 1Y | +47.9% | +65.1% | -17.2% | +31.6% |
| 3Y | +72.5% | +49.0% | +23.6% | +48.6% |
| 5Y | +90.2% | +30.3% | +59.9% | +63.3% |
| 10Y | +865.4% | +481.1% | +384.3% | +526.9% |
| All | +1,090.6% | +868.1% | +222.5% | +616.0% |
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