+60.8%
EWZ vs FIVE
+562.8%
-502.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +1.3% | +7.3% | -6.0% | -0.3% |
| 30D | -26.2% | +18.1% | -44.2% | -29.0% |
| 3M | -8.6% | +7.7% | -16.4% | -10.7% |
| 6M | -17.0% | +13.6% | -30.6% | -20.4% |
| YTD | +2.2% | +34.6% | -32.4% | -6.1% |
| 1Y | +2.7% | +66.2% | -63.6% | -10.2% |
| 3Y | +18.2% | +43.5% | -25.3% | +1.6% |
| 5Y | +56.0% | +20.7% | +35.4% | +34.9% |
| 10Y | +60.8% | +541.5% | -480.7% | -1.7% |
| All | +60.8% | +562.8% | -502.0% | -1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling