+235.9%
ET vs FIVE
+31.2%
+204.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.2% |
| 7D | +0.9% | +4.3% | -3.4% | +0.4% |
| 30D | +7.5% | +12.5% | -5.0% | +6.0% |
| 3M | +11.4% | +31.2% | -19.8% | +8.0% |
| 6M | +18.5% | +14.4% | +4.2% | +16.1% |
| YTD | +37.4% | +33.9% | +3.5% | +31.9% |
| 1Y | +30.9% | +65.1% | -34.1% | +22.2% |
| 3Y | +98.7% | +49.0% | +49.8% | +81.8% |
| All | +235.9% | +31.2% | +204.7% | +212.1% |
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