+71.6%
FE vs FIVE
+868.1%
-796.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.1% |
| 7D | +1.9% | +4.3% | -2.3% | +1.5% |
| 30D | -1.2% | +12.5% | -13.7% | -2.4% |
| 3M | +3.5% | +31.2% | -27.7% | +0.6% |
| 6M | -6.1% | +14.4% | -20.4% | -7.8% |
| YTD | +7.6% | +33.9% | -26.3% | +3.8% |
| 1Y | +11.9% | +65.1% | -53.1% | +5.3% |
| 3Y | +48.4% | +49.0% | -0.5% | +38.0% |
| 5Y | +44.8% | +30.3% | +14.5% | +34.0% |
| 10Y | +115.9% | +481.1% | -365.2% | +67.2% |
| All | +71.6% | +868.1% | -796.6% | +28.4% |
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