+806.8%
FIVE vs EFV
+222.7%
+584.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +1.0% |
| 7D | -0.3% | -0.7% | +0.4% | +0.5% |
| 30D | +17.7% | +0.9% | +16.8% | +16.8% |
| 3M | +4.0% | -3.6% | +7.5% | +8.1% |
| 6M | +2.6% | +2.5% | +0.1% | 0.0% |
| YTD | +27.6% | +13.2% | +14.4% | +12.1% |
| 1Y | +59.9% | +20.3% | +39.6% | +32.0% |
| 3Y | +35.8% | +84.9% | -49.1% | -26.9% |
| 5Y | +14.4% | +87.7% | -73.3% | -39.1% |
| 10Y | +576.1% | +160.7% | +415.4% | +168.5% |
| All | +806.8% | +222.7% | +584.1% | +210.2% |
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