+517.4%
EW vs FIVE
+862.5%
-345.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | +6.5% | -0.5% | +7.0% | +6.5% |
| 30D | +22.5% | +17.4% | +5.1% | +18.9% |
| 3M | +13.0% | +7.0% | +5.9% | +11.3% |
| 6M | +37.1% | +20.5% | +16.7% | +31.4% |
| YTD | +24.1% | +33.1% | -9.0% | +16.4% |
| 1Y | +24.2% | +67.1% | -42.8% | +11.6% |
| 3Y | +64.8% | +41.9% | +22.9% | +45.2% |
| 5Y | -7.4% | +21.1% | -28.5% | -18.2% |
| 10Y | +248.8% | +518.8% | -270.0% | +120.1% |
| All | +517.4% | +862.5% | -345.1% | +266.7% |
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