+165.9%
ET vs FIVE
+477.5%
-311.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.6% |
| 7D | +0.9% | +4.3% | -3.4% | +0.2% |
| 30D | +7.5% | +12.5% | -5.0% | +5.1% |
| 3M | +11.4% | +31.2% | -19.8% | +5.9% |
| 6M | +18.5% | +14.4% | +4.2% | +14.5% |
| YTD | +37.4% | +33.9% | +3.5% | +28.7% |
| 1Y | +30.9% | +65.1% | -34.1% | +17.5% |
| 3Y | +98.7% | +49.0% | +49.8% | +73.4% |
| 5Y | +230.7% | +30.3% | +200.4% | +186.3% |
| All | +165.9% | +477.5% | -311.6% | +63.4% |
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 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