+79.7%
EFX vs FIVE
+504.2%
-424.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -0.8% | +2.7% | -3.4% | -1.4% |
| 30D | +25.1% | +12.7% | +12.4% | +21.6% |
| 3M | +1.7% | +2.1% | -0.4% | +0.8% |
| 6M | +18.4% | +17.5% | +0.9% | +12.9% |
| YTD | -12.5% | +31.0% | -43.5% | -19.1% |
| 1Y | -8.1% | +67.7% | -75.8% | -19.8% |
| 3Y | +4.8% | +43.4% | -38.6% | -10.8% |
| 5Y | -30.1% | +18.1% | -48.2% | -39.6% |
| All | +79.7% | +504.2% | -424.5% | +14.0% |
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 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