+594.1%
EWT vs FFIV
+1,432.2%
-838.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +4.0% | -1.0% | +4.9% | +4.1% |
| 30D | +10.3% | -5.1% | +15.4% | +11.2% |
| 3M | +6.1% | -4.5% | +10.5% | +6.8% |
| 6M | +56.6% | +36.5% | +20.2% | +48.3% |
| YTD | +76.6% | +53.0% | +23.6% | +63.6% |
| 1Y | +97.9% | +24.2% | +73.6% | +89.3% |
| 3Y | +198.0% | +137.2% | +60.8% | +154.7% |
| 5Y | +151.8% | +91.8% | +60.0% | +121.1% |
| 10Y | +514.1% | +215.2% | +299.0% | +389.6% |
| All | +594.1% | +1,432.2% | -838.1% | +250.6% |
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 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