+228.6%
EWY vs FIVE
+56.0%
+172.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.1% | -0.5% | +3.7% |
| 7D | +4.8% | +4.3% | +0.5% | +4.0% |
| 30D | +11.7% | +12.5% | -0.8% | +9.1% |
| 3M | -7.4% | +31.2% | -38.6% | -12.0% |
| 6M | +40.6% | +14.4% | +26.2% | +36.7% |
| YTD | +94.3% | +33.9% | +60.4% | +84.5% |
| 1Y | +164.3% | +65.1% | +99.2% | +143.1% |
| All | +228.6% | +56.0% | +172.6% | +175.6% |
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 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