+513.6%
EWT vs FDX
+182.5%
+331.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | -1.1% | -3.3% | +2.1% | -0.2% |
| 30D | +4.5% | -4.5% | +9.0% | +5.7% |
| 3M | +8.3% | -7.3% | +15.6% | +10.4% |
| 6M | +54.2% | +7.5% | +46.7% | +50.6% |
| YTD | +74.6% | +35.1% | +39.5% | +60.1% |
| 1Y | +84.9% | +71.4% | +13.5% | +58.7% |
| 3Y | +197.5% | +60.8% | +136.7% | +152.7% |
| 5Y | +150.6% | +65.5% | +85.1% | +105.2% |
| All | +513.6% | +182.5% | +331.1% | +299.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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