+166.8%
EXC vs FIVE
+868.1%
-701.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -1.6% |
| 7D | +0.3% | +4.3% | -4.0% | -0.2% |
| 30D | -3.7% | +12.5% | -16.2% | -5.1% |
| 3M | -1.3% | +31.2% | -32.5% | -4.6% |
| 6M | -9.7% | +14.4% | -24.1% | -11.7% |
| YTD | +2.9% | +33.9% | -31.0% | -1.5% |
| 1Y | +4.4% | +65.1% | -60.7% | -2.9% |
| 3Y | +22.2% | +49.0% | -26.8% | +12.2% |
| 5Y | +46.7% | +30.3% | +16.4% | +33.8% |
| 10Y | +155.3% | +481.1% | -325.8% | +86.0% |
| All | +166.8% | +868.1% | -701.3% | +81.0% |
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