+144.5%
EXE vs FIVE
+32.5%
+112.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.6% | -4.0% | +1.2% |
| 7D | -3.9% | +6.2% | -10.1% | -4.4% |
| 30D | -2.6% | +18.2% | -20.7% | -3.9% |
| 3M | -6.9% | +3.8% | -10.7% | -7.3% |
| 6M | -9.3% | +13.7% | -23.0% | -10.7% |
| YTD | -20.7% | +34.7% | -55.5% | -23.4% |
| 1Y | -21.8% | +66.6% | -88.5% | -26.0% |
| 3Y | +16.2% | +44.3% | -28.1% | +9.9% |
| 5Y | +61.1% | +18.8% | +42.3% | +54.8% |
| All | +144.5% | +32.5% | +112.0% | +126.6% |
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 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