+452.3%
EWT vs FDX
+155.8%
+296.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | +9.1% | +5.2% | +3.9% | +7.7% |
| 30D | -12.2% | +11.3% | -23.5% | -14.7% |
| 3M | -9.4% | -4.1% | -5.3% | -8.5% |
| 6M | +2.7% | +9.6% | -7.0% | -0.1% |
| YTD | +53.3% | +40.9% | +12.4% | +38.9% |
| 1Y | +59.2% | +53.0% | +6.2% | +41.0% |
| 3Y | +157.1% | +74.1% | +83.0% | +113.9% |
| 5Y | +119.6% | +75.1% | +44.5% | +77.5% |
| All | +452.3% | +155.8% | +296.5% | +294.8% |
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