+89.3%
EWT vs FIVE
+69.4%
+19.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +1.6% | +3.7% | -2.0% | +0.9% |
| 30D | +8.2% | +4.0% | +4.2% | +7.1% |
| 3M | +11.1% | +36.2% | -25.2% | +3.3% |
| 6M | +60.4% | +18.0% | +42.4% | +52.8% |
| YTD | +75.6% | +34.9% | +40.7% | +60.4% |
| All | +89.3% | +69.4% | +19.9% | +57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling