+488.3%
EW vs FIVE
+826.1%
-337.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.7% | +2.2% |
| 7D | +6.8% | -1.7% | +8.5% | +7.1% |
| 30D | +16.6% | +14.9% | +1.7% | +13.6% |
| 3M | +13.3% | +7.6% | +5.7% | +11.4% |
| 6M | +21.6% | +6.4% | +15.2% | +19.2% |
| YTD | +18.3% | +28.1% | -9.8% | +11.7% |
| 1Y | +21.7% | +54.7% | -33.0% | +10.9% |
| 3Y | +50.3% | +36.1% | +14.3% | +33.5% |
| 5Y | -15.0% | +14.9% | -29.9% | -24.1% |
| 10Y | +237.5% | +578.8% | -341.4% | +110.5% |
| All | +488.3% | +826.1% | -337.8% | +251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling