+106.6%
EXE vs FIVE
+31.2%
+75.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -1.6% |
| 7D | -0.3% | +4.3% | -4.5% | -0.6% |
| 30D | +8.5% | +12.5% | -4.1% | +7.3% |
| 3M | +5.5% | +31.2% | -25.8% | +2.9% |
| 6M | -5.9% | +14.4% | -20.3% | -7.4% |
| YTD | -9.7% | +33.9% | -43.6% | -12.5% |
| 1Y | +3.6% | +65.1% | -61.5% | -1.8% |
| 3Y | +18.0% | +49.0% | -30.9% | +11.4% |
| All | +106.6% | +31.2% | +75.4% | +105.1% |
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