+199.8%
EWT vs FDX
+59.1%
+140.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | +2.1% | -2.3% | +4.5% | +2.7% |
| 30D | +9.4% | -4.9% | +14.3% | +10.7% |
| 3M | +10.9% | -6.5% | +17.3% | +12.6% |
| 6M | +57.9% | +6.7% | +51.3% | +54.9% |
| YTD | +75.9% | +33.9% | +42.0% | +63.7% |
| 1Y | +89.7% | +72.2% | +17.5% | +66.5% |
| All | +199.8% | +59.1% | +140.7% | +154.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling