+452.3%
EWT vs FE
+126.1%
+326.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.1% |
| 7D | +9.1% | +1.2% | +7.9% | +8.9% |
| 30D | -12.2% | +4.5% | -16.8% | -13.0% |
| 3M | -9.4% | +1.3% | -10.8% | -9.7% |
| 6M | +2.7% | +8.7% | -6.0% | +0.7% |
| YTD | +53.3% | +9.2% | +44.1% | +50.0% |
| 1Y | +59.2% | +7.0% | +52.2% | +56.4% |
| 3Y | +157.1% | +51.4% | +105.7% | +132.4% |
| 5Y | +119.6% | +47.7% | +71.9% | +98.0% |
| All | +452.3% | +126.1% | +326.2% | +372.9% |
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