+160.4%
EWY vs FIVE
+64.7%
+95.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.4% |
| 7D | +6.7% | +1.7% | +5.0% | +6.0% |
| 30D | +17.0% | +5.0% | +12.0% | +14.3% |
| 3M | +3.7% | +29.5% | -25.8% | -6.5% |
| 6M | +42.5% | +12.4% | +30.1% | +35.3% |
| YTD | +96.2% | +31.2% | +65.0% | +77.1% |
| 1Y | +160.4% | +72.9% | +87.5% | +114.8% |
| All | +160.4% | +64.7% | +95.6% | +114.8% |
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