+452.3%
EWT vs FICO
+527.0%
-74.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +9.1% | +2.2% | +6.9% | +8.7% |
| 30D | -12.2% | +0.1% | -12.3% | -12.6% |
| 3M | -9.4% | -35.2% | +25.7% | -3.8% |
| 6M | +2.7% | -32.4% | +35.0% | +6.1% |
| YTD | +53.3% | -57.4% | +110.7% | +74.0% |
| 1Y | +59.2% | -58.5% | +117.7% | +81.7% |
| 3Y | +157.1% | -28.9% | +185.9% | +141.7% |
| 5Y | +119.6% | +91.7% | +27.9% | +48.6% |
| All | +452.3% | +527.0% | -74.7% | +150.0% |
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