+197.7%
ECL vs FIVE
+596.6%
-398.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.6% | +0.9% |
| 7D | -0.5% | +6.2% | -6.7% | -1.7% |
| 30D | +8.8% | +18.2% | -9.3% | +5.2% |
| 3M | +7.8% | +3.8% | +4.0% | +6.7% |
| 6M | +21.3% | +13.7% | +7.6% | +17.2% |
| YTD | +17.8% | +34.7% | -16.9% | +9.5% |
| 1Y | +21.1% | +66.6% | -45.6% | +7.6% |
| 3Y | +80.1% | +44.3% | +35.8% | +56.9% |
| 5Y | +40.5% | +18.8% | +21.7% | +23.8% |
| 10Y | +197.7% | +569.2% | -371.5% | +96.0% |
| All | +197.7% | +596.6% | -398.8% | +96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling