+210.0%
EWJ vs FIVE
+822.5%
-612.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -5.0% | -0.3% | -4.7% | -5.0% |
| 30D | -10.2% | +17.7% | -27.9% | -12.4% |
| 3M | -7.2% | +4.0% | -11.2% | -8.0% |
| 6M | -3.2% | +2.6% | -5.8% | -4.2% |
| YTD | +9.9% | +27.6% | -17.7% | +5.2% |
| 1Y | +11.0% | +59.9% | -49.0% | +2.8% |
| 3Y | +57.3% | +35.8% | +21.6% | +43.2% |
| 5Y | +41.3% | +14.4% | +26.8% | +28.7% |
| 10Y | +117.5% | +576.1% | -458.7% | +51.9% |
| All | +210.0% | +822.5% | -612.4% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling