+140.0%
EWJ vs FIVE
+486.0%
-346.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.8% | -0.5% |
| 7D | +1.0% | +1.7% | -0.7% | +0.7% |
| 30D | +1.0% | +5.0% | -4.0% | +0.1% |
| 3M | +7.2% | +29.5% | -22.3% | +2.7% |
| 6M | +13.9% | +12.4% | +1.5% | +11.0% |
| YTD | +20.8% | +31.2% | -10.4% | +14.8% |
| 1Y | +26.4% | +72.9% | -46.5% | +14.8% |
| 3Y | +71.8% | +53.0% | +18.7% | +52.2% |
| 5Y | +49.9% | +34.2% | +15.7% | +32.0% |
| 10Y | +140.0% | +497.6% | -357.7% | +72.3% |
| All | +140.0% | +486.0% | -346.0% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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