+188.1%
ED vs FIVE
+868.1%
-680.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -1.6% |
| 7D | -0.2% | +4.3% | -4.4% | -0.4% |
| 30D | -0.1% | +12.5% | -12.6% | -0.7% |
| 3M | +3.9% | +31.2% | -27.3% | +2.5% |
| 6M | -3.0% | +14.4% | -17.4% | -3.9% |
| YTD | +10.7% | +33.9% | -23.2% | +8.8% |
| 1Y | +13.3% | +65.1% | -51.7% | +10.0% |
| 3Y | +34.5% | +49.0% | -14.5% | +30.7% |
| 5Y | +67.1% | +30.3% | +36.8% | +61.9% |
| 10Y | +103.0% | +481.1% | -378.1% | +73.0% |
| All | +188.1% | +868.1% | -680.1% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling