+200.3%
EWT vs FFIV
+141.9%
+58.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +1.6% | -1.5% | +3.2% | +2.2% |
| 30D | +8.2% | -2.7% | +10.8% | +8.9% |
| 3M | +11.1% | -1.7% | +12.7% | +11.4% |
| 6M | +60.4% | +36.1% | +24.3% | +45.1% |
| YTD | +75.6% | +52.6% | +22.9% | +52.5% |
| 1Y | +91.3% | +21.5% | +69.8% | +78.4% |
| 3Y | +200.3% | +142.7% | +57.6% | +121.6% |
| All | +200.3% | +141.9% | +58.3% | +121.6% |
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 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