+39.7%
EXC vs FIVE
+19.0%
+20.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | +8.3% | +17.4% | -9.1% | +7.8% |
| 3M | +2.6% | +7.0% | -4.4% | +2.4% |
| 6M | +5.2% | +20.5% | -15.3% | +4.5% |
| YTD | +7.5% | +33.1% | -25.6% | +6.3% |
| 1Y | +3.2% | +67.1% | -63.9% | +1.1% |
| 3Y | +29.5% | +41.9% | -12.4% | +31.4% |
| 5Y | +39.7% | +21.1% | +18.6% | +43.6% |
| All | +39.7% | +19.0% | +20.6% | +43.6% |
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