+225.7%
EFA vs FIVE
+868.1%
-642.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.7% |
| 7D | +0.6% | +4.3% | -3.7% | -0.1% |
| 30D | +0.9% | +12.5% | -11.7% | -1.2% |
| 3M | +4.9% | +31.2% | -26.4% | +0.2% |
| 6M | +8.6% | +14.4% | -5.8% | +5.5% |
| YTD | +14.6% | +33.9% | -19.3% | +8.5% |
| 1Y | +22.6% | +65.1% | -42.4% | +11.9% |
| 3Y | +66.5% | +49.0% | +17.6% | +48.1% |
| 5Y | +54.5% | +30.3% | +24.2% | +36.9% |
| 10Y | +144.8% | +481.1% | -336.3% | +69.0% |
| All | +225.7% | +868.1% | -642.4% | +108.3% |
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 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