+502.5%
EWT vs FDS
+2,290.9%
-1,788.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +9.1% | +1.5% | +7.7% | +8.7% |
| 30D | -12.2% | +14.8% | -27.0% | -16.2% |
| 3M | -9.4% | +16.3% | -25.7% | -14.6% |
| 6M | +2.7% | +66.2% | -63.6% | -15.7% |
| YTD | +53.3% | +16.2% | +37.0% | +39.2% |
| 1Y | +59.2% | +21.8% | +37.3% | +41.8% |
| 3Y | +157.1% | -23.9% | +181.0% | +164.3% |
| 5Y | +119.6% | -23.1% | +142.7% | +121.7% |
| 10Y | +446.9% | +128.7% | +318.2% | +259.5% |
| All | +502.5% | +2,290.9% | -1,788.4% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling