+519.9%
EWT vs FFIV
+1,155.7%
-635.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +5.0% | +5.7% |
| 7D | +3.2% | -2.9% | +6.1% | +3.9% |
| 30D | -12.3% | -32.4% | +20.1% | -6.6% |
| 3M | -3.6% | -22.7% | +19.1% | +0.2% |
| 6M | +3.1% | -10.7% | +13.8% | +4.6% |
| YTD | +57.7% | +25.4% | +32.3% | +50.5% |
| 1Y | +60.3% | +34.2% | +26.1% | +51.1% |
| 3Y | +163.4% | +101.2% | +62.2% | +130.6% |
| 5Y | +127.4% | +42.0% | +85.5% | +109.2% |
| 10Y | +462.7% | +126.7% | +336.0% | +371.6% |
| All | +519.9% | +1,155.7% | -635.8% | +222.4% |
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