+202.1%
EWT vs FIVE
+56.0%
+146.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +1.1% |
| 7D | +4.0% | +4.3% | -0.3% | +3.3% |
| 30D | +10.3% | +12.5% | -2.2% | +8.0% |
| 3M | +6.1% | +31.2% | -25.2% | +1.3% |
| 6M | +56.6% | +14.4% | +42.3% | +52.2% |
| YTD | +76.6% | +33.9% | +42.7% | +67.2% |
| 1Y | +97.9% | +65.1% | +32.8% | +80.8% |
| All | +202.1% | +56.0% | +146.1% | +152.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling