+157.1%
EWT vs FIS
-38.7%
+195.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.0% | -0.1% |
| 7D | +9.1% | +2.8% | +6.3% | +9.0% |
| 30D | -12.2% | -16.7% | +4.5% | -11.8% |
| 3M | -9.4% | -32.3% | +22.9% | -7.7% |
| 6M | +2.7% | -29.1% | +31.7% | +3.9% |
| YTD | +53.3% | -54.1% | +107.4% | +67.6% |
| 1Y | +59.2% | -53.7% | +112.9% | +73.6% |
| 3Y | +157.1% | -38.8% | +195.9% | +149.9% |
| All | +157.1% | -38.7% | +195.8% | +149.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling