+589.9%
EXPE vs FIVE
+868.1%
-278.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.1% | -6.8% | -3.2% |
| 7D | -9.5% | +4.3% | -13.8% | -10.8% |
| 30D | -6.6% | +12.5% | -19.1% | -10.2% |
| 3M | +31.4% | +31.2% | +0.1% | +20.1% |
| 6M | +35.2% | +14.4% | +20.8% | +27.5% |
| YTD | +5.8% | +33.9% | -28.1% | -5.2% |
| 1Y | +38.7% | +65.1% | -26.4% | +15.5% |
| 3Y | +175.8% | +49.0% | +126.8% | +118.4% |
| 5Y | +111.8% | +30.3% | +81.5% | +69.6% |
| 10Y | +179.7% | +481.1% | -301.4% | +44.6% |
| All | +589.9% | +868.1% | -278.3% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling