+197.7%
EXC vs FIVE
+562.8%
-365.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.1% | +7.3% | -7.3% | -0.9% |
| 30D | +9.0% | +18.1% | -9.0% | +6.6% |
| 3M | +3.3% | +7.7% | -4.4% | +2.0% |
| 6M | +5.7% | +13.6% | -8.0% | +3.2% |
| YTD | +7.3% | +34.6% | -27.2% | +1.9% |
| 1Y | +2.9% | +66.2% | -63.3% | -5.3% |
| 3Y | +29.3% | +43.5% | -14.2% | +18.7% |
| 5Y | +40.1% | +20.7% | +19.4% | +29.2% |
| 10Y | +197.7% | +541.5% | -343.8% | +107.5% |
| All | +197.7% | +562.8% | -365.1% | +107.5% |
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