+39.5%
FIVE vs EFV
+96.3%
-56.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.5% |
| 7D | +3.7% | +1.0% | +2.7% | +2.5% |
| 30D | +4.0% | +0.2% | +3.8% | +3.8% |
| 3M | +36.2% | +9.6% | +26.6% | +23.4% |
| 6M | +18.0% | +14.0% | +4.0% | +2.3% |
| YTD | +34.9% | +18.5% | +16.4% | +11.7% |
| 1Y | +67.9% | +27.9% | +40.0% | +28.0% |
| 3Y | +57.3% | +92.4% | -35.1% | -22.3% |
| 5Y | +39.5% | +97.2% | -57.6% | -34.8% |
| All | +39.5% | +96.3% | -56.8% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling