+252.4%
EWY vs FIVE
+862.5%
-610.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.4% |
| 7D | -2.8% | -0.5% | -2.3% | -2.6% |
| 30D | -13.1% | +17.4% | -30.5% | -15.9% |
| 3M | -11.6% | +7.0% | -18.7% | -13.1% |
| 6M | -23.4% | +20.5% | -43.8% | -26.6% |
| YTD | +52.0% | +33.1% | +18.9% | +42.7% |
| 1Y | +58.6% | +67.1% | -8.5% | +42.3% |
| 3Y | +163.3% | +41.9% | +121.4% | +131.7% |
| 5Y | +108.7% | +21.1% | +87.6% | +84.0% |
| 10Y | +237.8% | +518.8% | -281.0% | +118.5% |
| All | +252.4% | +862.5% | -610.2% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling