+123.4%
FE vs FIVE
+504.2%
-380.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.2% | +2.7% | -1.4% | +0.9% |
| 30D | +4.5% | +12.7% | -8.1% | +3.1% |
| 3M | +1.3% | +2.1% | -0.7% | +0.9% |
| 6M | +8.7% | +17.5% | -8.8% | +6.2% |
| YTD | +9.2% | +31.0% | -21.7% | +4.9% |
| 1Y | +7.0% | +67.7% | -60.8% | -0.3% |
| 3Y | +51.4% | +43.4% | +8.0% | +40.5% |
| 5Y | +47.7% | +18.1% | +29.6% | +38.2% |
| All | +123.4% | +504.2% | -380.7% | +79.8% |
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 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