+371.1%
EWT vs FICO
+512.2%
-141.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | -11.7% | -0.9% | -10.8% | -11.6% |
| 30D | -23.2% | +3.3% | -26.6% | -24.2% |
| 3M | -12.5% | -31.7% | +19.2% | -8.1% |
| 6M | -5.9% | -34.0% | +28.1% | -2.4% |
| YTD | +40.5% | -58.3% | +98.8% | +60.1% |
| 1Y | +43.7% | -57.9% | +101.7% | +63.1% |
| 3Y | +136.6% | -24.1% | +160.7% | +117.7% |
| 5Y | +105.1% | +85.3% | +19.8% | +39.6% |
| All | +371.1% | +512.2% | -141.1% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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