+202.3%
ECL vs FIVE
+504.2%
-301.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +2.9% | +2.7% | +0.2% | +2.3% |
| 30D | +7.5% | +12.7% | -5.2% | +4.9% |
| 3M | +12.2% | +2.1% | +10.2% | +11.5% |
| 6M | +24.6% | +17.5% | +7.1% | +19.6% |
| YTD | +18.8% | +31.0% | -12.2% | +11.0% |
| 1Y | +19.3% | +67.7% | -48.4% | +5.9% |
| 3Y | +78.2% | +43.4% | +34.8% | +55.2% |
| 5Y | +38.8% | +18.1% | +20.7% | +22.3% |
| All | +202.3% | +504.2% | -301.9% | +99.4% |
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 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