+179.3%
EXE vs FIVE
+32.6%
+146.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | -1.8% | +3.7% | -5.5% | -2.1% |
| 30D | +6.4% | +4.0% | +2.4% | +6.0% |
| 3M | +9.2% | +36.2% | -27.0% | +6.2% |
| 6M | -7.0% | +18.0% | -25.0% | -8.8% |
| YTD | -9.5% | +34.9% | -44.3% | -12.4% |
| 1Y | +6.2% | +67.9% | -61.7% | +0.4% |
| 3Y | +20.7% | +57.3% | -36.6% | +12.8% |
| 5Y | +103.6% | +39.5% | +64.1% | +93.6% |
| All | +179.3% | +32.6% | +146.6% | +159.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling