+594.1%
EWT vs FDS
+2,070.1%
-1,476.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +3.0% |
| 7D | +4.0% | -1.9% | +5.9% | +4.5% |
| 30D | +10.3% | +9.0% | +1.3% | +7.0% |
| 3M | +6.1% | +18.9% | -12.8% | -1.6% |
| 6M | +56.6% | +35.1% | +21.5% | +37.6% |
| YTD | +76.6% | +5.5% | +71.1% | +66.8% |
| 1Y | +97.9% | -16.8% | +114.7% | +100.7% |
| 3Y | +198.0% | -28.1% | +226.0% | +213.9% |
| 5Y | +151.8% | -17.4% | +169.2% | +148.8% |
| 10Y | +514.1% | +85.4% | +428.7% | +336.2% |
| All | +594.1% | +2,070.1% | -1,476.0% | +121.6% |
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