+226.6%
EWY vs FIVE
+822.5%
-595.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.2% |
| 7D | -10.4% | -0.3% | -10.1% | -10.3% |
| 30D | -25.4% | +17.7% | -43.1% | -27.9% |
| 3M | -16.5% | +4.0% | -20.5% | -17.5% |
| 6M | -24.7% | +2.6% | -27.3% | -25.6% |
| YTD | +40.9% | +27.6% | +13.4% | +33.4% |
| 1Y | +49.8% | +59.9% | -10.1% | +35.6% |
| 3Y | +134.8% | +35.8% | +99.0% | +108.5% |
| 5Y | +91.4% | +14.4% | +77.0% | +70.7% |
| 10Y | +204.3% | +576.1% | -371.8% | +95.6% |
| All | +226.6% | +822.5% | -595.8% | +96.9% |
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