+271.2%
EW vs FIVE
+504.2%
-232.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +4.9% | +2.7% | +2.3% | +4.4% |
| 30D | +23.9% | +12.7% | +11.3% | +21.1% |
| 3M | +15.8% | +2.1% | +13.7% | +15.0% |
| 6M | +31.7% | +17.5% | +14.2% | +26.4% |
| YTD | +25.7% | +31.0% | -5.3% | +17.7% |
| 1Y | +24.4% | +67.7% | -43.3% | +10.8% |
| 3Y | +65.9% | +43.4% | +22.5% | +44.9% |
| 5Y | -7.6% | +18.1% | -25.7% | -18.3% |
| All | +271.2% | +504.2% | -232.9% | +139.5% |
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 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