+499.6%
FIVE vs EFV
+162.4%
+337.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.2% |
| 7D | +2.4% | +0.7% | +1.7% | +1.6% |
| 30D | +15.8% | +2.0% | +13.8% | +13.3% |
| 3M | +3.8% | -1.6% | +5.4% | +6.1% |
| 6M | +18.5% | +5.8% | +12.8% | +10.7% |
| YTD | +31.2% | +15.6% | +15.6% | +9.5% |
| 1Y | +61.8% | +19.0% | +42.9% | +30.5% |
| 3Y | +39.9% | +90.7% | -50.8% | -36.2% |
| 5Y | +18.3% | +92.8% | -74.5% | -46.8% |
| All | +499.6% | +162.4% | +337.3% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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