+462.7%
EWT vs FICO
+544.1%
-81.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.1% | +5.9% |
| 7D | +3.2% | +4.0% | -0.8% | +2.5% |
| 30D | -12.3% | -1.5% | -10.8% | -12.4% |
| 3M | -3.6% | -29.8% | +26.2% | +0.8% |
| 6M | +3.1% | -33.3% | +36.4% | +7.0% |
| YTD | +57.7% | -56.9% | +114.6% | +78.7% |
| 1Y | +60.3% | -59.5% | +119.7% | +84.1% |
| 3Y | +163.4% | -26.9% | +190.2% | +145.9% |
| 5Y | +127.4% | +92.9% | +34.5% | +53.8% |
| 10Y | +462.7% | +539.5% | -76.8% | +152.7% |
| All | +462.7% | +544.1% | -81.4% | +152.7% |
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