+146.1%
EWT vs FHN
+87.6%
+58.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.6% |
| 7D | -1.1% | -0.8% | -0.3% | -1.0% |
| 30D | +4.8% | -2.6% | +7.4% | +5.2% |
| 3M | +11.1% | +0.8% | +10.3% | +10.9% |
| 6M | +54.6% | +9.2% | +45.4% | +52.4% |
| YTD | +71.4% | +5.1% | +66.3% | +69.8% |
| 1Y | +82.1% | +12.2% | +69.9% | +78.4% |
| 3Y | +193.2% | +132.4% | +60.8% | +163.7% |
| 5Y | +146.1% | +91.1% | +55.0% | +111.3% |
| All | +146.1% | +87.6% | +58.5% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling