+427.8%
EWT vs FE
+110.9%
+317.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.1% |
| 7D | -3.7% | -0.5% | -3.1% | -3.6% |
| 30D | -17.2% | +4.3% | -21.5% | -17.9% |
| 3M | -7.3% | +0.4% | -7.7% | -7.5% |
| 6M | -1.5% | +6.9% | -8.4% | -3.1% |
| YTD | +49.0% | +8.0% | +41.0% | +46.1% |
| 1Y | +50.6% | +4.8% | +45.8% | +48.5% |
| 3Y | +148.9% | +49.0% | +99.9% | +125.7% |
| 5Y | +116.1% | +46.2% | +69.9% | +95.2% |
| 10Y | +427.8% | +120.9% | +307.0% | +353.1% |
| All | +427.8% | +110.9% | +317.0% | +353.1% |
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