+148.5%
EWT vs FGI
-69.8%
+218.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | +1.6% | +5.2% | -3.5% | +1.5% |
| 30D | +8.2% | +65.2% | -57.0% | +5.9% |
| 3M | +11.1% | +30.2% | -19.1% | +9.1% |
| 6M | +60.4% | +87.8% | -27.4% | +54.5% |
| YTD | +75.6% | +32.5% | +43.1% | +70.4% |
| 1Y | +91.3% | +93.6% | -2.3% | +81.5% |
| 3Y | +200.3% | -2.6% | +202.9% | +186.4% |
| All | +148.5% | -69.8% | +218.3% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling