+143.2%
EL vs FIVE
+848.8%
-705.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | +2.7% | +2.4% | +0.2% | +2.0% |
| 30D | +10.8% | +15.8% | -5.0% | +6.6% |
| 3M | +26.5% | +3.8% | +22.7% | +25.1% |
| 6M | +31.1% | +18.5% | +12.6% | +24.4% |
| YTD | +6.6% | +31.2% | -24.6% | -2.1% |
| 1Y | +21.8% | +61.8% | -40.0% | +5.6% |
| 3Y | +1.8% | +39.9% | -38.1% | -13.8% |
| 5Y | -65.6% | +18.3% | -83.9% | -70.5% |
| 10Y | +60.3% | +510.0% | -449.6% | +1.6% |
| All | +143.2% | +848.8% | -705.6% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling