+55.2%
EWT vs FIS
-50.5%
+105.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -23.7% | +22.5% | -3.3% |
| 7D | -10.9% | -18.4% | +7.5% | -11.8% |
| 30D | -17.7% | -11.4% | -6.4% | -17.6% |
| 3M | -5.0% | -32.0% | +27.0% | -7.8% |
| 6M | +7.4% | -35.6% | +43.0% | +6.0% |
| YTD | +52.8% | -53.8% | +106.6% | +55.4% |
| 1Y | +55.2% | -51.1% | +106.3% | +56.8% |
| All | +55.2% | -50.5% | +105.7% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling