+102.2%
FE vs FIVE
+563.4%
-461.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | +4.1% | +17.7% | -13.5% | +2.3% |
| 3M | -1.0% | +4.0% | -5.0% | -1.7% |
| 6M | +4.0% | +2.6% | +1.4% | +3.2% |
| YTD | +6.8% | +27.6% | -20.7% | +3.0% |
| 1Y | +5.3% | +59.9% | -54.7% | -1.2% |
| 3Y | +44.6% | +35.8% | +8.8% | +35.4% |
| 5Y | +44.2% | +14.4% | +29.8% | +35.6% |
| All | +102.2% | +563.4% | -461.2% | +69.9% |
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