+229.5%
EWY vs FIVE
+504.2%
-274.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +4.2% | +2.7% | +1.6% | +3.6% |
| 30D | -10.7% | +12.7% | -23.3% | -13.1% |
| 3M | -20.1% | +2.1% | -22.1% | -20.7% |
| 6M | -24.3% | +17.5% | -41.8% | -27.5% |
| YTD | +46.9% | +31.0% | +15.9% | +37.1% |
| 1Y | +55.2% | +67.7% | -12.6% | +37.0% |
| 3Y | +157.0% | +43.4% | +113.6% | +122.1% |
| 5Y | +98.9% | +18.1% | +80.8% | +74.1% |
| All | +229.5% | +504.2% | -274.6% | +105.1% |
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