+210.6%
ET vs FIVE
+16.7%
+193.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.5% | +2.7% | -0.1% | +2.2% |
| 30D | -2.5% | +12.7% | -15.1% | -3.7% |
| 3M | -4.9% | +2.1% | -6.9% | -5.3% |
| 6M | -0.1% | +17.5% | -17.6% | -2.3% |
| YTD | +26.2% | +31.0% | -4.7% | +21.2% |
| 1Y | +25.2% | +67.7% | -42.6% | +16.4% |
| 3Y | +84.2% | +43.4% | +40.8% | +69.2% |
| All | +210.6% | +16.7% | +193.9% | +191.1% |
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