+55.2%
EWT vs FFIV
+33.5%
+21.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -10.9% | -9.8% | -1.1% | -8.8% |
| 30D | -17.7% | -28.1% | +10.4% | -12.4% |
| 3M | -5.0% | -20.0% | +15.0% | -2.2% |
| 6M | +7.4% | -0.1% | +7.4% | +5.4% |
| YTD | +52.8% | +29.2% | +23.6% | +43.1% |
| 1Y | +55.2% | +36.6% | +18.6% | +44.3% |
| All | +55.2% | +33.5% | +21.7% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling