+82.1%
EWT vs FFIV
+22.0%
+60.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.2% |
| 7D | -1.1% | +1.6% | -2.7% | -1.5% |
| 30D | +4.8% | -3.7% | +8.5% | +5.7% |
| 3M | +11.1% | +2.0% | +9.2% | +10.5% |
| 6M | +54.6% | +39.3% | +15.4% | +45.6% |
| YTD | +71.4% | +56.1% | +15.3% | +59.3% |
| 1Y | +82.1% | +22.0% | +60.1% | +73.7% |
| All | +82.1% | +22.0% | +60.1% | +73.7% |
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