+82.6%
ED vs FIVE
+16.7%
+65.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +2.1% | +2.7% | -0.6% | +2.1% |
| 30D | +10.4% | +12.7% | -2.3% | +10.5% |
| 3M | +12.5% | +2.1% | +10.5% | +12.6% |
| 6M | +14.9% | +17.5% | -2.6% | +15.0% |
| YTD | +24.8% | +31.0% | -6.1% | +24.9% |
| 1Y | +23.8% | +67.7% | -43.9% | +23.9% |
| 3Y | +51.6% | +43.4% | +8.3% | +58.2% |
| All | +82.6% | +16.7% | +65.9% | +89.9% |
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