+201.0%
ET vs FIVE
+14.2%
+186.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -7.9% | -0.3% | -7.6% | -7.9% |
| 30D | -5.9% | +17.7% | -23.6% | -7.6% |
| 3M | -5.2% | +4.0% | -9.2% | -5.9% |
| 6M | +0.3% | +2.6% | -2.3% | -0.5% |
| YTD | +23.1% | +27.6% | -4.5% | +18.5% |
| 1Y | +22.7% | +59.9% | -37.2% | +14.7% |
| 3Y | +75.4% | +35.8% | +39.6% | +62.4% |
| All | +201.0% | +14.2% | +186.8% | +183.5% |
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