+350.2%
EWY vs FIVE
+868.1%
-517.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.1% | -0.5% | +3.6% |
| 7D | +4.8% | +4.3% | +0.5% | +3.9% |
| 30D | +11.7% | +12.5% | -0.8% | +8.8% |
| 3M | -7.4% | +31.2% | -38.6% | -12.6% |
| 6M | +40.6% | +14.4% | +26.2% | +36.1% |
| YTD | +94.3% | +33.9% | +60.4% | +82.4% |
| 1Y | +164.3% | +65.1% | +99.2% | +137.6% |
| 3Y | +221.0% | +49.0% | +172.0% | +179.7% |
| 5Y | +139.1% | +30.3% | +108.8% | +107.6% |
| 10Y | +298.8% | +481.1% | -182.3% | +159.7% |
| All | +350.2% | +868.1% | -517.9% | +169.2% |
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