+60.0%
EL vs FIVE
+596.6%
-536.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.6% | -2.8% | +1.1% |
| 7D | +8.0% | +6.2% | +1.8% | +6.0% |
| 30D | +15.4% | +18.2% | -2.8% | +9.6% |
| 3M | +28.5% | +3.8% | +24.7% | +26.8% |
| 6M | +32.2% | +13.7% | +18.5% | +25.9% |
| YTD | +9.2% | +34.7% | -25.5% | -2.1% |
| 1Y | +30.8% | +66.6% | -35.8% | +9.5% |
| 3Y | +3.7% | +44.3% | -40.6% | -15.5% |
| 5Y | -64.8% | +18.8% | -83.5% | -70.7% |
| 10Y | +60.0% | +569.2% | -509.2% | +1.5% |
| All | +60.0% | +596.6% | -536.5% | +1.5% |
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