+24.5%
EW vs FIVE
+63.1%
-38.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.6% | -3.1% | +1.8% |
| 7D | +12.3% | +6.2% | +6.1% | +11.3% |
| 30D | +22.9% | +18.2% | +4.7% | +20.4% |
| 3M | +16.7% | +3.8% | +12.9% | +15.8% |
| 6M | +31.0% | +13.7% | +17.2% | +28.7% |
| YTD | +22.8% | +34.7% | -11.9% | +17.3% |
| All | +24.5% | +63.1% | -38.6% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling