+33.9%
EL vs FIVE
+477.5%
-443.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.1% | -2.1% | +1.4% |
| 7D | +0.8% | +4.3% | -3.5% | -0.5% |
| 30D | +19.8% | +12.5% | +7.3% | +15.5% |
| 3M | +25.7% | +31.2% | -5.5% | +15.3% |
| 6M | +5.4% | +14.4% | -8.9% | -0.1% |
| YTD | +0.2% | +33.9% | -33.7% | -9.8% |
| 1Y | +20.4% | +65.1% | -44.6% | +1.1% |
| 3Y | -32.1% | +49.0% | -81.1% | -45.1% |
| 5Y | -67.2% | +30.3% | -97.5% | -73.3% |
| All | +33.9% | +477.5% | -443.7% | -15.8% |
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