+40.1%
ECL vs FIVE
+19.0%
+21.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | +8.3% | +17.4% | -9.1% | +5.5% |
| 3M | +8.4% | +7.0% | +1.4% | +7.0% |
| 6M | +23.3% | +20.5% | +2.8% | +18.9% |
| YTD | +18.2% | +33.1% | -14.9% | +11.8% |
| 1Y | +18.8% | +67.1% | -48.3% | +8.1% |
| 3Y | +78.5% | +41.9% | +36.6% | +65.2% |
| 5Y | +40.1% | +21.1% | +19.0% | +26.2% |
| All | +40.1% | +19.0% | +21.0% | +26.2% |
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