+140.6%
EXE vs FIVE
+25.5%
+115.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -6.6% | -0.3% | -6.3% | -6.6% |
| 30D | -4.0% | +17.7% | -21.7% | -5.3% |
| 3M | -7.5% | +4.0% | -11.4% | -8.0% |
| 6M | -11.7% | +2.6% | -14.3% | -12.3% |
| YTD | -22.0% | +27.6% | -49.6% | -24.3% |
| 1Y | -21.8% | +59.9% | -81.7% | -25.8% |
| 3Y | +8.0% | +35.8% | -27.8% | +2.7% |
| 5Y | +62.3% | +14.4% | +47.9% | +56.3% |
| All | +140.6% | +25.5% | +115.2% | +124.0% |
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 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