+3.6%
ES vs FIVE
+14.2%
-10.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.9% |
| 7D | +1.9% | -0.3% | +2.2% | +1.9% |
| 30D | +7.1% | +17.7% | -10.6% | +6.0% |
| 3M | -1.9% | +4.0% | -5.9% | -2.3% |
| 6M | +4.4% | +2.6% | +1.7% | +3.9% |
| YTD | +7.3% | +27.6% | -20.3% | +5.1% |
| 1Y | +2.1% | +59.9% | -57.8% | -1.6% |
| 3Y | +41.8% | +35.8% | +6.1% | +39.7% |
| All | +3.6% | +14.2% | -10.5% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling