+81.1%
EWZ vs FIVE
+478.4%
-397.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.8% |
| 7D | +6.5% | +4.3% | +2.2% | +5.5% |
| 30D | +4.8% | +12.5% | -7.7% | +1.9% |
| 3M | +9.9% | +31.2% | -21.3% | +3.0% |
| 6M | +1.9% | +14.4% | -12.4% | -2.1% |
| YTD | +20.3% | +33.9% | -13.6% | +11.3% |
| 1Y | +35.6% | +65.1% | -29.4% | +19.0% |
| 3Y | +43.4% | +49.0% | -5.5% | +22.4% |
| 5Y | +55.9% | +30.3% | +25.6% | +31.4% |
| All | +81.1% | +478.4% | -397.3% | +15.0% |
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