+50.0%
EXPE vs FIVE
+63.3%
-13.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +6.7% | +3.8% | +9.2% |
| 7D | +14.6% | +7.5% | +7.2% | +13.1% |
| 30D | +21.4% | +16.7% | +4.7% | +18.2% |
| 3M | +1.4% | +13.4% | -12.0% | -0.8% |
| 6M | +28.6% | +9.0% | +19.6% | +26.9% |
| YTD | +12.1% | +33.8% | -21.7% | +3.2% |
| 1Y | +50.0% | +61.2% | -11.1% | +26.8% |
| All | +50.0% | +63.3% | -13.2% | +26.8% |
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