-14.6%
EW vs FIVE
+14.2%
-28.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +11.0% | -0.3% | +11.3% | +11.0% |
| 30D | +19.1% | +17.7% | +1.4% | +16.2% |
| 3M | +14.4% | +4.0% | +10.4% | +13.4% |
| 6M | +22.8% | +2.6% | +20.2% | +21.5% |
| YTD | +19.8% | +27.6% | -7.8% | +14.4% |
| 1Y | +23.9% | +59.9% | -36.0% | +14.2% |
| 3Y | +52.2% | +35.8% | +16.5% | +41.8% |
| All | -14.6% | +14.2% | -28.7% | -16.3% |
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