+226.1%
ED vs FIVE
+826.1%
-600.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +1.1% |
| 7D | +5.2% | -1.7% | +6.9% | +5.2% |
| 30D | +15.5% | +14.9% | +0.6% | +14.8% |
| 3M | +13.0% | +7.6% | +5.4% | +12.5% |
| 6M | +13.1% | +6.4% | +6.7% | +12.5% |
| YTD | +25.3% | +28.1% | -2.8% | +23.3% |
| 1Y | +30.5% | +54.7% | -24.2% | +27.2% |
| 3Y | +49.3% | +36.1% | +13.3% | +46.0% |
| 5Y | +84.6% | +14.9% | +69.7% | +80.5% |
| 10Y | +135.4% | +578.8% | -443.4% | +99.1% |
| All | +226.1% | +826.1% | -600.1% | +161.0% |
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