+197.0%
EWT vs FICO
+4.8%
+192.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -16.7% | +18.5% | +2.8% |
| 7D | +4.0% | -19.2% | +23.2% | +5.1% |
| 30D | +10.3% | -14.6% | +24.9% | +11.1% |
| 3M | +6.1% | -20.1% | +26.2% | +6.3% |
| 6M | +56.6% | -36.3% | +93.0% | +60.8% |
| YTD | +76.6% | -44.9% | +121.4% | +84.9% |
| 1Y | +97.9% | -38.6% | +136.5% | +101.8% |
| All | +197.0% | +4.8% | +192.2% | +162.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling