-18.9%
EXE vs FIVE
+63.3%
-82.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.7% | -9.6% | -2.5% |
| 7D | -4.7% | +7.5% | -12.1% | -4.1% |
| 30D | +1.0% | +16.7% | -15.7% | +2.0% |
| 3M | -5.6% | +13.4% | -19.0% | -5.0% |
| 6M | -12.3% | +9.0% | -21.4% | -11.7% |
| YTD | -19.5% | +33.8% | -53.3% | -19.5% |
| 1Y | -18.9% | +61.2% | -80.0% | -21.1% |
| All | -18.9% | +63.3% | -82.1% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling