+3.2%
EL vs FIVE
+34.8%
-31.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +0.8% | -0.3% | +1.0% | +0.9% |
| 30D | +16.5% | +17.7% | -1.1% | +10.6% |
| 3M | +29.2% | +4.0% | +25.2% | +27.4% |
| 6M | +27.9% | +2.6% | +25.3% | +25.8% |
| YTD | +6.2% | +27.6% | -21.4% | -3.5% |
| 1Y | +27.2% | +59.9% | -32.8% | +6.9% |
| 3Y | +3.2% | +35.8% | -32.6% | -23.4% |
| All | +3.2% | +34.8% | -31.6% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling