+45.0%
ED vs FIVE
+34.8%
+10.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | +1.6% | -0.3% | +1.9% | +1.6% |
| 30D | +13.3% | +17.7% | -4.4% | +14.2% |
| 3M | +9.7% | +4.0% | +5.7% | +10.0% |
| 6M | +12.8% | +2.6% | +10.2% | +13.2% |
| YTD | +22.3% | +27.6% | -5.3% | +24.2% |
| 1Y | +26.3% | +59.9% | -33.7% | +29.7% |
| 3Y | +45.0% | +35.8% | +9.3% | +59.7% |
| All | +45.0% | +34.8% | +10.2% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling