+157.1%
EWT vs FFIV
+95.4%
+61.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.9% |
| 7D | +9.1% | -0.5% | +9.7% | +9.3% |
| 30D | -12.2% | -32.4% | +20.2% | -2.7% |
| 3M | -9.4% | -25.7% | +16.3% | -2.9% |
| 6M | +2.7% | -13.5% | +16.2% | +4.8% |
| YTD | +53.3% | +21.1% | +32.2% | +39.9% |
| 1Y | +59.2% | +29.4% | +29.8% | +41.9% |
| 3Y | +157.1% | +94.9% | +62.2% | +95.9% |
| All | +157.1% | +95.4% | +61.7% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling