+497.6%
FIVE vs EFV
+162.1%
+335.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -1.7% |
| 7D | +1.7% | -0.5% | +2.2% | +2.2% |
| 30D | +5.0% | 0.0% | +5.0% | +5.0% |
| 3M | +29.5% | +8.4% | +21.1% | +17.5% |
| 6M | +12.4% | +12.3% | +0.1% | -2.5% |
| YTD | +31.2% | +17.4% | +13.8% | +7.4% |
| 1Y | +72.9% | +27.1% | +45.7% | +28.7% |
| 3Y | +53.0% | +90.7% | -37.7% | -30.3% |
| 5Y | +34.2% | +95.6% | -61.5% | -40.8% |
| 10Y | +497.6% | +165.3% | +332.3% | +71.8% |
| All | +497.6% | +162.1% | +335.5% | +71.8% |
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