+199.8%
EWT vs FDS
-32.7%
+232.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.2% |
| 7D | +2.1% | -8.8% | +10.9% | +2.2% |
| 30D | +9.4% | -1.4% | +10.7% | +9.3% |
| 3M | +10.9% | +13.9% | -3.0% | +10.5% |
| 6M | +57.9% | +27.4% | +30.5% | +55.2% |
| YTD | +75.9% | -2.5% | +78.4% | +80.2% |
| 1Y | +89.7% | -23.8% | +113.5% | +105.8% |
| All | +199.8% | -32.7% | +232.5% | +223.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling