+59.0%
EWT vs FIVE
+62.8%
-3.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.7% |
| 7D | +13.2% | +2.4% | +10.8% | +12.8% |
| 30D | -14.3% | +15.8% | -30.1% | -15.9% |
| 3M | -8.4% | +3.8% | -12.2% | -9.0% |
| 6M | +3.7% | +18.5% | -14.8% | +0.5% |
| YTD | +53.1% | +31.2% | +21.9% | +47.2% |
| All | +59.0% | +62.8% | -3.8% | +51.6% |
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