+502.6%
EWT vs FDS
+66.9%
+435.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.8% | +3.3% | -1.3% |
| 7D | -1.1% | -16.0% | +14.9% | +2.4% |
| 30D | +4.8% | -6.7% | +11.5% | +6.0% |
| 3M | +11.1% | +6.0% | +5.2% | +8.2% |
| 6M | +54.6% | +25.1% | +29.5% | +42.8% |
| YTD | +71.4% | -8.1% | +79.6% | +71.6% |
| 1Y | +82.1% | -26.0% | +108.1% | +93.4% |
| 3Y | +193.2% | -36.4% | +229.6% | +223.0% |
| 5Y | +146.1% | -27.7% | +173.8% | +156.2% |
| All | +502.6% | +66.9% | +435.8% | +375.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling