+146.1%
EWT vs FIS
-65.9%
+212.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.7% |
| 7D | -1.1% | -8.9% | +7.8% | +0.1% |
| 30D | +4.8% | -9.9% | +14.7% | +6.2% |
| 3M | +11.1% | 0.0% | +11.2% | +10.3% |
| 6M | +54.6% | -22.9% | +77.5% | +60.0% |
| YTD | +71.4% | -40.9% | +112.3% | +86.1% |
| 1Y | +82.1% | -40.4% | +122.5% | +97.1% |
| 3Y | +193.2% | -25.4% | +218.6% | +200.7% |
| 5Y | +146.1% | -64.8% | +210.9% | +181.9% |
| All | +146.1% | -65.9% | +212.0% | +181.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling