+851.7%
FIVE vs EFV
+240.1%
+611.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.2% |
| 7D | +4.3% | +1.5% | +2.8% | +2.7% |
| 30D | +12.5% | +1.7% | +10.8% | +10.7% |
| 3M | +31.2% | +8.6% | +22.6% | +20.5% |
| 6M | +14.4% | +11.7% | +2.7% | +2.0% |
| YTD | +33.9% | +19.3% | +14.6% | +11.4% |
| 1Y | +65.1% | +30.2% | +34.8% | +25.8% |
| 3Y | +49.0% | +91.6% | -42.6% | -22.8% |
| 5Y | +30.3% | +96.4% | -66.1% | -33.9% |
| 10Y | +481.1% | +166.5% | +314.6% | +122.4% |
| All | +851.7% | +240.1% | +611.6% | +208.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling