+452.3%
EWT vs FIVE
+504.2%
-51.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +9.1% | +2.7% | +6.5% | +8.6% |
| 30D | -12.2% | +12.7% | -24.9% | -14.2% |
| 3M | -9.4% | +2.1% | -11.5% | -10.0% |
| 6M | +2.7% | +17.5% | -14.8% | -1.2% |
| YTD | +53.3% | +31.0% | +22.3% | +43.9% |
| 1Y | +59.2% | +67.7% | -8.6% | +42.3% |
| 3Y | +157.1% | +43.4% | +113.7% | +125.1% |
| 5Y | +119.6% | +18.1% | +101.5% | +93.9% |
| All | +452.3% | +504.2% | -51.9% | +272.5% |
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