+594.1%
EWT vs FE
+510.4%
+83.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.0% |
| 7D | +4.0% | +1.9% | +2.0% | +3.3% |
| 30D | +10.3% | -1.2% | +11.5% | +10.7% |
| 3M | +6.1% | +3.5% | +2.6% | +4.6% |
| 6M | +56.6% | -6.1% | +62.7% | +58.9% |
| YTD | +76.6% | +7.6% | +69.0% | +71.6% |
| 1Y | +97.9% | +11.9% | +86.0% | +89.6% |
| 3Y | +198.0% | +48.4% | +149.6% | +157.1% |
| 5Y | +151.8% | +44.8% | +107.0% | +116.0% |
| 10Y | +514.1% | +115.9% | +398.2% | +329.8% |
| All | +594.1% | +510.4% | +83.7% | +386.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling