+69.1%
EFX vs FIVE
+596.6%
-527.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.6% | -6.3% | -1.9% |
| 7D | -2.2% | +6.2% | -8.4% | -3.6% |
| 30D | +29.2% | +18.2% | +11.0% | +24.3% |
| 3M | +3.5% | +3.8% | -0.4% | +2.1% |
| 6M | +7.8% | +13.7% | -5.9% | +3.6% |
| YTD | -12.4% | +34.7% | -47.1% | -19.4% |
| 1Y | -8.2% | +66.6% | -74.9% | -19.7% |
| 3Y | +4.7% | +44.3% | -39.6% | -10.8% |
| 5Y | -32.0% | +18.8% | -50.8% | -41.3% |
| 10Y | +69.1% | +569.2% | -500.1% | +9.4% |
| All | +69.1% | +596.6% | -527.5% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling