+44.3%
EXPE vs FIVE
+19.0%
+25.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.7% |
| 7D | -17.8% | -0.5% | -17.3% | -17.5% |
| 30D | -3.2% | +17.4% | -20.6% | -7.5% |
| 3M | -19.0% | +7.0% | -26.0% | -20.6% |
| 6M | +17.7% | +20.5% | -2.7% | +10.3% |
| YTD | -7.8% | +33.1% | -40.9% | -16.9% |
| 1Y | -1.4% | +67.1% | -68.4% | -17.3% |
| 3Y | +121.9% | +41.9% | +80.0% | +84.8% |
| 5Y | +44.3% | +21.1% | +23.2% | +20.2% |
| All | +44.3% | +19.0% | +25.2% | +20.2% |
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