+513.6%
EWT vs FHN
+126.8%
+386.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | -1.1% | -1.9% | +0.8% | -0.8% |
| 30D | +4.5% | -5.4% | +9.9% | +5.5% |
| 3M | +8.3% | -1.4% | +9.7% | +8.4% |
| 6M | +54.2% | +9.9% | +44.4% | +51.4% |
| YTD | +74.6% | +3.9% | +70.7% | +72.9% |
| 1Y | +84.9% | +10.6% | +74.3% | +80.7% |
| 3Y | +197.5% | +130.7% | +66.9% | +153.6% |
| 5Y | +150.6% | +88.8% | +61.7% | +111.2% |
| All | +513.6% | +126.8% | +386.9% | +389.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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