+149.9%
EWT vs FGI
-70.4%
+220.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.5% | -5.7% | +1.7% |
| 7D | +4.0% | +0.5% | +3.4% | +3.9% |
| 30D | +10.3% | +65.4% | -55.1% | +8.0% |
| 3M | +6.1% | +23.5% | -17.4% | +4.3% |
| 6M | +56.6% | +60.5% | -3.9% | +51.4% |
| YTD | +76.6% | +30.0% | +46.6% | +71.4% |
| 1Y | +97.9% | +82.1% | +15.8% | +88.0% |
| 3Y | +198.0% | -4.4% | +202.4% | +184.3% |
| All | +149.9% | -70.4% | +220.3% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling