+520.8%
EWT vs FE
+110.4%
+410.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.1% | -0.2% | +2.3% | +2.2% |
| 30D | +9.4% | -1.2% | +10.6% | +9.6% |
| 3M | +10.9% | +1.7% | +9.2% | +10.3% |
| 6M | +57.9% | -7.5% | +65.4% | +60.0% |
| YTD | +75.9% | +6.3% | +69.6% | +73.0% |
| 1Y | +89.7% | +10.9% | +78.8% | +84.7% |
| 3Y | +200.9% | +46.9% | +153.9% | +172.8% |
| 5Y | +154.5% | +47.6% | +106.9% | +128.5% |
| 10Y | +520.8% | +114.5% | +406.3% | +422.1% |
| All | +520.8% | +110.4% | +410.4% | +422.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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