+431.4%
EWT vs FICO
+5,730.8%
-5,299.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | +0.9% | -12.4% | -11.8% |
| 7D | -19.0% | -0.3% | -18.7% | -19.0% |
| 30D | -27.0% | +1.7% | -28.7% | -27.9% |
| 3M | -15.6% | -35.2% | +19.6% | -8.8% |
| 6M | -7.4% | -33.7% | +26.2% | -2.7% |
| YTD | +35.2% | -58.2% | +93.3% | +58.3% |
| 1Y | +36.0% | -56.6% | +92.6% | +57.2% |
| 3Y | +128.2% | -24.0% | +152.2% | +113.8% |
| 5Y | +97.4% | +86.1% | +11.3% | +36.2% |
| 10Y | +368.6% | +522.8% | -154.2% | +111.7% |
| All | +431.4% | +5,730.8% | -5,299.4% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling