+122.7%
FE vs FIVE
+535.9%
-413.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -0.4% | -0.5% | +0.1% | -0.4% |
| 30D | +3.6% | +17.4% | -13.8% | +1.7% |
| 3M | +0.3% | +7.0% | -6.7% | -0.7% |
| 6M | +6.4% | +20.5% | -14.0% | +3.7% |
| YTD | +8.1% | +33.1% | -25.0% | +3.7% |
| 1Y | +4.6% | +67.1% | -62.5% | -2.4% |
| 3Y | +49.1% | +41.9% | +7.2% | +38.8% |
| 5Y | +46.1% | +21.1% | +25.0% | +36.2% |
| 10Y | +122.7% | +518.8% | -396.1% | +79.1% |
| All | +122.7% | +535.9% | -413.2% | +79.1% |
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