+183.8%
EXC vs FIVE
+596.6%
-412.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.5% | -0.7% |
| 7D | -1.7% | +6.2% | -7.9% | -2.5% |
| 30D | +9.3% | +18.2% | -8.9% | +6.9% |
| 3M | +1.0% | +3.8% | -2.8% | +0.3% |
| 6M | +5.9% | +13.7% | -7.8% | +3.5% |
| YTD | +7.6% | +34.7% | -27.1% | +2.2% |
| 1Y | +2.4% | +66.6% | -64.2% | -5.7% |
| 3Y | +30.2% | +44.3% | -14.0% | +19.5% |
| 5Y | +41.4% | +18.8% | +22.6% | +31.0% |
| 10Y | +183.8% | +569.2% | -385.4% | +103.1% |
| All | +183.8% | +596.6% | -412.8% | +103.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling