+513.6%
EWT vs FFIV
+249.4%
+264.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +0.8% |
| 7D | -1.1% | +5.4% | -6.6% | -2.8% |
| 30D | +4.5% | -2.7% | +7.1% | +5.2% |
| 3M | +8.3% | +4.5% | +3.7% | +6.4% |
| 6M | +54.2% | +42.2% | +12.0% | +37.2% |
| YTD | +74.6% | +61.3% | +13.3% | +48.5% |
| 1Y | +84.9% | +23.0% | +61.8% | +70.6% |
| 3Y | +197.5% | +156.3% | +41.3% | +113.9% |
| 5Y | +150.6% | +102.9% | +47.7% | +89.5% |
| All | +513.6% | +249.4% | +264.2% | +296.6% |
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