+4.5%
ES vs FIVE
+15.3%
-10.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.3% | +2.3% |
| 7D | +5.9% | -1.7% | +7.6% | +6.0% |
| 30D | +10.2% | +14.9% | -4.7% | +9.2% |
| 3M | +0.4% | +7.6% | -7.2% | -0.1% |
| 6M | +6.9% | +6.4% | +0.5% | +6.2% |
| YTD | +10.5% | +28.1% | -17.6% | +8.2% |
| 1Y | +3.2% | +54.7% | -51.5% | -0.4% |
| 3Y | +49.0% | +36.1% | +13.0% | +46.8% |
| 5Y | +4.5% | +14.9% | -10.4% | +0.2% |
| All | +4.5% | +15.3% | -10.8% | +0.2% |
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