+427.8%
EWT vs FIVE
+562.8%
-134.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -3.7% | +7.3% | -11.0% | -4.9% |
| 30D | -17.2% | +18.1% | -35.2% | -19.8% |
| 3M | -7.3% | +7.7% | -15.1% | -8.9% |
| 6M | -1.5% | +13.6% | -15.1% | -4.6% |
| YTD | +49.0% | +34.6% | +14.4% | +39.2% |
| 1Y | +50.6% | +66.2% | -15.6% | +34.9% |
| 3Y | +148.9% | +43.5% | +105.4% | +118.0% |
| 5Y | +116.1% | +20.7% | +95.4% | +90.1% |
| 10Y | +427.8% | +541.5% | -113.6% | +255.4% |
| All | +427.8% | +562.8% | -134.9% | +255.4% |
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 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