+520.8%
EWT vs FIVE
+486.0%
+34.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.7% |
| 7D | +2.1% | +1.7% | +0.5% | +1.8% |
| 30D | +9.4% | +5.0% | +4.4% | +8.2% |
| 3M | +10.9% | +29.5% | -18.6% | +5.1% |
| 6M | +57.9% | +12.4% | +45.5% | +53.1% |
| YTD | +75.9% | +31.2% | +44.7% | +65.3% |
| 1Y | +89.7% | +72.9% | +16.8% | +68.7% |
| 3Y | +200.9% | +53.0% | +147.9% | +160.0% |
| 5Y | +154.5% | +34.2% | +120.3% | +118.7% |
| 10Y | +520.8% | +497.6% | +23.2% | +314.4% |
| All | +520.8% | +486.0% | +34.8% | +314.4% |
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