+141.8%
ED vs FIVE
+535.9%
-394.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | +11.2% | +17.4% | -6.2% | +10.3% |
| 3M | +11.8% | +7.0% | +4.7% | +11.3% |
| 6M | +14.1% | +20.5% | -6.4% | +12.8% |
| YTD | +23.0% | +33.1% | -10.2% | +20.7% |
| 1Y | +23.7% | +67.1% | -43.4% | +19.9% |
| 3Y | +47.7% | +41.9% | +5.8% | +44.9% |
| 5Y | +82.6% | +21.1% | +61.6% | +79.2% |
| 10Y | +141.8% | +518.8% | -377.0% | +113.3% |
| All | +141.8% | +535.9% | -394.2% | +113.3% |
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