+146.4%
ED vs FIVE
+504.2%
-357.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +2.1% | +2.7% | -0.6% | +1.9% |
| 30D | +10.4% | +12.7% | -2.3% | +9.7% |
| 3M | +12.5% | +2.1% | +10.5% | +12.3% |
| 6M | +14.9% | +17.5% | -2.6% | +13.8% |
| YTD | +24.8% | +31.0% | -6.1% | +22.7% |
| 1Y | +23.8% | +67.7% | -43.9% | +20.0% |
| 3Y | +51.6% | +43.4% | +8.3% | +48.4% |
| 5Y | +86.4% | +18.1% | +68.3% | +83.2% |
| All | +146.4% | +504.2% | -357.8% | +117.1% |
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