+156.4%
EWT vs FIVE
+38.7%
+117.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +1.6% | +3.7% | -2.0% | +1.0% |
| 30D | +8.2% | +4.0% | +4.2% | +7.3% |
| 3M | +11.1% | +36.2% | -25.2% | +4.9% |
| 6M | +60.4% | +18.0% | +42.4% | +54.6% |
| YTD | +75.6% | +34.9% | +40.7% | +65.2% |
| 1Y | +91.3% | +67.9% | +23.4% | +72.8% |
| 3Y | +200.3% | +57.3% | +143.0% | +160.8% |
| 5Y | +156.4% | +39.5% | +116.8% | +120.0% |
| All | +156.4% | +38.7% | +117.7% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling