+156.4%
EWT vs FE
+48.2%
+108.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +1.6% | +0.6% | +1.0% | +1.6% |
| 30D | +8.2% | -2.1% | +10.3% | +8.4% |
| 3M | +11.1% | +2.6% | +8.4% | +10.5% |
| 6M | +60.4% | -6.8% | +67.2% | +61.8% |
| YTD | +75.6% | +6.9% | +68.7% | +73.4% |
| 1Y | +91.3% | +11.6% | +79.8% | +87.6% |
| 3Y | +200.3% | +47.7% | +152.6% | +177.2% |
| 5Y | +156.4% | +46.2% | +110.2% | +132.2% |
| All | +156.4% | +48.2% | +108.2% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling