+56.6%
EWZ vs FIVE
+15.3%
+41.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.7% | -1.1% |
| 7D | -4.2% | -1.7% | -2.4% | -4.0% |
| 30D | -26.1% | +14.9% | -41.1% | -27.4% |
| 3M | -12.0% | +7.6% | -19.7% | -13.1% |
| 6M | -19.3% | +6.4% | -25.7% | -20.3% |
| YTD | +0.9% | +28.1% | -27.2% | -2.6% |
| 1Y | +3.4% | +54.7% | -51.3% | -2.5% |
| 3Y | +18.6% | +36.1% | -17.5% | +11.9% |
| 5Y | +56.6% | +14.9% | +41.7% | +50.6% |
| All | +56.6% | +15.3% | +41.3% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling