+84.4%
ET vs FIVE
+40.2%
+44.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | -0.1% |
| 7D | +3.0% | +2.4% | +0.6% | +2.9% |
| 30D | -3.5% | +15.8% | -19.3% | -4.4% |
| 3M | -5.6% | +3.8% | -9.4% | -6.0% |
| 6M | +0.5% | +18.5% | -18.0% | -1.0% |
| YTD | +26.3% | +31.2% | -4.9% | +22.9% |
| 1Y | +25.7% | +61.8% | -36.2% | +19.8% |
| All | +84.4% | +40.2% | +44.1% | +64.0% |
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 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