+80.3%
EXE vs FIVE
+16.7%
+63.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +5.3% | +2.7% | +2.7% | +5.1% |
| 30D | -2.2% | +12.7% | -14.9% | -3.1% |
| 3M | -5.9% | +2.1% | -7.9% | -6.2% |
| 6M | -5.7% | +17.5% | -23.2% | -7.4% |
| YTD | -17.8% | +31.0% | -48.8% | -20.4% |
| 1Y | -23.1% | +67.7% | -90.9% | -27.3% |
| 3Y | +21.2% | +43.4% | -22.2% | +14.9% |
| All | +80.3% | +16.7% | +63.5% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling