+63.0%
EL vs FIVE
+535.9%
-472.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +12.3% | +17.4% | -5.1% | +6.8% |
| 3M | +28.4% | +7.0% | +21.4% | +25.6% |
| 6M | +36.7% | +20.5% | +16.3% | +27.8% |
| YTD | +8.4% | +33.1% | -24.7% | -2.5% |
| 1Y | +25.4% | +67.1% | -41.7% | +4.9% |
| 3Y | +3.4% | +41.9% | -38.5% | -15.3% |
| 5Y | -64.8% | +21.1% | -85.8% | -70.8% |
| 10Y | +63.0% | +518.8% | -455.8% | +1.6% |
| All | +63.0% | +535.9% | -472.9% | +1.6% |
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 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