+164.5%
EWT vs FDX
+73.6%
+90.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.8% | +5.6% |
| 7D | +3.2% | -2.1% | +5.3% | +3.8% |
| 30D | -12.3% | +10.4% | -22.7% | -14.4% |
| 3M | -3.6% | +0.5% | -4.1% | -3.8% |
| 6M | +3.1% | +6.5% | -3.4% | +1.4% |
| YTD | +57.7% | +40.2% | +17.5% | +45.1% |
| 1Y | +60.3% | +52.1% | +8.2% | +44.7% |
| All | +164.5% | +73.6% | +90.9% | +123.0% |
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