+115.5%
EXPE vs FIVE
+563.4%
-447.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.7% |
| 7D | -9.3% | -0.3% | -9.1% | -9.0% |
| 30D | +0.1% | +17.7% | -17.5% | -4.8% |
| 3M | -15.3% | +4.0% | -19.3% | -16.5% |
| 6M | +5.5% | +2.6% | +2.9% | +3.2% |
| YTD | -8.0% | +27.6% | -35.5% | -17.1% |
| 1Y | +18.9% | +59.9% | -41.1% | -1.0% |
| 3Y | +135.5% | +35.8% | +99.8% | +89.5% |
| 5Y | +44.3% | +14.4% | +29.9% | +18.9% |
| All | +115.5% | +563.4% | -447.9% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling