+119.3%
EWT vs FIS
-72.9%
+192.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.1% | +3.2% | -2.2% |
| 7D | +13.2% | -3.5% | +16.7% | +13.7% |
| 30D | -14.3% | -19.4% | +5.1% | -12.6% |
| 3M | -8.4% | -31.6% | +23.2% | -4.7% |
| 6M | +3.7% | -32.5% | +36.2% | +7.6% |
| YTD | +53.1% | -56.0% | +109.0% | +71.2% |
| 1Y | +55.5% | -55.5% | +111.1% | +73.5% |
| 3Y | +155.6% | -41.3% | +197.0% | +167.4% |
| 5Y | +119.3% | -72.3% | +191.6% | +155.0% |
| All | +119.3% | -72.9% | +192.2% | +155.0% |
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