+502.5%
EWT vs FFIV
+1,113.1%
-610.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.6% |
| 7D | +9.1% | -0.5% | +9.7% | +9.3% |
| 30D | -12.2% | -32.4% | +20.2% | -6.5% |
| 3M | -9.4% | -25.7% | +16.3% | -5.2% |
| 6M | +2.7% | -13.5% | +16.2% | +4.6% |
| YTD | +53.3% | +21.1% | +32.2% | +47.1% |
| 1Y | +59.2% | +29.4% | +29.8% | +51.0% |
| 3Y | +157.1% | +94.9% | +62.2% | +126.3% |
| 5Y | +119.6% | +34.7% | +84.9% | +103.7% |
| 10Y | +446.9% | +119.0% | +327.9% | +361.1% |
| All | +502.5% | +1,113.1% | -610.5% | +215.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling