+12.7%
EWZ vs FIVE
+826.1%
-813.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.7% | -0.7% |
| 7D | -4.2% | -1.7% | -2.4% | -3.9% |
| 30D | -26.1% | +14.9% | -41.1% | -28.3% |
| 3M | -12.0% | +7.6% | -19.7% | -13.9% |
| 6M | -19.3% | +6.4% | -25.7% | -21.2% |
| YTD | +0.9% | +28.1% | -27.2% | -5.4% |
| 1Y | +3.4% | +54.7% | -51.3% | -6.9% |
| 3Y | +18.6% | +36.1% | -17.5% | +4.2% |
| 5Y | +56.6% | +14.9% | +41.7% | +37.8% |
| 10Y | +50.3% | +578.8% | -528.6% | -9.1% |
| All | +12.7% | +826.1% | -813.5% | -37.4% |
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