+22.3%
EL vs FIVE
+63.3%
-40.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.7% | -0.4% | +4.5% |
| 7D | +2.5% | +7.5% | -5.0% | +0.5% |
| 30D | +20.1% | +16.7% | +3.4% | +15.3% |
| 3M | +29.3% | +13.4% | +15.9% | +25.5% |
| 6M | +38.8% | +9.0% | +29.7% | +35.5% |
| YTD | +8.1% | +33.8% | -25.7% | +0.6% |
| 1Y | +22.3% | +61.2% | -38.8% | +6.6% |
| All | +22.3% | +63.3% | -40.9% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling