+97.9%
EWT vs FDS
-17.4%
+115.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +1.5% |
| 7D | +4.0% | -1.9% | +5.9% | +3.8% |
| 30D | +10.3% | +9.0% | +1.3% | +11.4% |
| 3M | +6.1% | +18.9% | -12.8% | +9.0% |
| 6M | +56.6% | +35.1% | +21.5% | +61.4% |
| YTD | +76.6% | +5.5% | +71.1% | +81.4% |
| 1Y | +97.9% | -16.8% | +114.7% | +103.8% |
| All | +97.9% | -17.4% | +115.3% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling