+569.2%
FIVE vs EFV
+165.2%
+404.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.7% | +2.9% | +2.3% |
| 7D | +6.2% | +1.7% | +4.4% | +4.2% |
| 30D | +18.2% | +3.4% | +14.7% | +13.7% |
| 3M | +3.8% | -1.7% | +5.5% | +6.2% |
| 6M | +13.7% | +6.4% | +7.3% | +5.4% |
| YTD | +34.7% | +16.3% | +18.4% | +11.7% |
| 1Y | +66.6% | +22.9% | +43.7% | +29.1% |
| 3Y | +44.3% | +92.8% | -48.5% | -35.1% |
| 5Y | +18.8% | +93.5% | -74.7% | -46.8% |
| 10Y | +569.2% | +162.1% | +407.1% | +99.8% |
| All | +569.2% | +165.2% | +404.0% | +99.8% |
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