-12.4%
EW vs FIVE
+18.8%
-31.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +9.3% | +7.3% | +1.9% | +8.1% |
| 30D | +22.1% | +18.1% | +4.0% | +19.1% |
| 3M | +13.0% | +7.7% | +5.3% | +11.5% |
| 6M | +30.1% | +13.6% | +16.5% | +26.8% |
| YTD | +22.0% | +34.6% | -12.6% | +15.6% |
| 1Y | +23.7% | +66.2% | -42.5% | +13.4% |
| 3Y | +62.0% | +43.5% | +18.5% | +49.7% |
| 5Y | -12.4% | +20.7% | -33.1% | -15.1% |
| All | -12.4% | +18.8% | -31.2% | -15.1% |
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