+154.5%
EWT vs FFIV
+100.0%
+54.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | -1.1% |
| 7D | +2.1% | +3.5% | -1.3% | +0.9% |
| 30D | +9.4% | -1.3% | +10.7% | +9.7% |
| 3M | +10.9% | +2.4% | +8.5% | +9.6% |
| 6M | +57.9% | +41.8% | +16.1% | +39.7% |
| YTD | +75.9% | +58.5% | +17.4% | +49.1% |
| 1Y | +89.7% | +24.3% | +65.4% | +73.9% |
| 3Y | +200.9% | +152.0% | +48.8% | +111.1% |
| 5Y | +154.5% | +99.1% | +55.4% | +86.5% |
| All | +154.5% | +100.0% | +54.5% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling