+452.3%
EWT vs FFIV
+118.6%
+333.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +1.0% |
| 7D | +9.1% | -0.5% | +9.7% | +9.4% |
| 30D | -12.2% | -32.4% | +20.2% | -1.7% |
| 3M | -9.4% | -25.7% | +16.3% | -1.9% |
| 6M | +2.7% | -13.5% | +16.2% | +5.7% |
| YTD | +53.3% | +21.1% | +32.2% | +40.5% |
| 1Y | +59.2% | +29.4% | +29.8% | +42.6% |
| 3Y | +157.1% | +94.9% | +62.2% | +97.7% |
| 5Y | +119.6% | +34.7% | +84.9% | +85.7% |
| All | +452.3% | +118.6% | +333.7% | +286.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling