+452.3%
EWT vs FIS
-53.2%
+505.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.0% | -0.8% |
| 7D | +9.1% | +2.8% | +6.3% | +8.4% |
| 30D | -12.2% | -16.7% | +4.5% | -9.8% |
| 3M | -9.4% | -32.3% | +22.9% | -2.5% |
| 6M | +2.7% | -29.1% | +31.7% | +8.4% |
| YTD | +53.3% | -54.1% | +107.4% | +80.8% |
| 1Y | +59.2% | -53.7% | +112.9% | +87.1% |
| 3Y | +157.1% | -38.8% | +195.9% | +173.3% |
| 5Y | +119.6% | -71.1% | +190.7% | +185.0% |
| All | +452.3% | -53.2% | +505.5% | +503.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling