+156.8%
EWT vs FHN
+130.0%
+26.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | +13.2% | +1.3% | +12.0% | +12.9% |
| 30D | -14.3% | +2.8% | -17.1% | -14.8% |
| 3M | -8.4% | -8.9% | +0.5% | -6.3% |
| 6M | +3.7% | -0.7% | +4.4% | +3.6% |
| YTD | +53.1% | +0.1% | +53.0% | +52.2% |
| 1Y | +55.5% | +10.4% | +45.1% | +50.8% |
| All | +156.8% | +130.0% | +26.7% | +109.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling