+20.2%
EXE vs FIVE
+40.2%
-20.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | +3.6% | +2.4% | +1.1% | +3.5% |
| 30D | -4.3% | +15.8% | -20.2% | -4.8% |
| 3M | -7.7% | +3.8% | -11.4% | -7.8% |
| 6M | -7.2% | +18.5% | -25.8% | -8.1% |
| YTD | -18.5% | +31.2% | -49.7% | -19.8% |
| 1Y | -24.4% | +61.8% | -86.2% | -26.4% |
| All | +20.2% | +40.2% | -20.0% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling