-23.5%
EXE vs FIVE
+63.1%
-86.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.6% | -4.0% | +1.9% |
| 7D | -3.9% | +6.2% | -10.1% | -3.5% |
| 30D | -2.6% | +18.2% | -20.7% | -1.6% |
| 3M | -6.9% | +3.8% | -10.7% | -6.4% |
| 6M | -9.3% | +13.7% | -23.0% | -8.8% |
| YTD | -20.7% | +34.7% | -55.5% | -21.0% |
| All | -23.5% | +63.1% | -86.6% | -26.5% |
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