+55.2%
EWT vs FITB
+36.9%
+18.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -10.9% | +2.3% | -13.2% | -11.2% |
| 30D | -17.7% | +7.7% | -25.4% | -18.9% |
| 3M | -5.0% | -4.5% | -0.5% | -4.2% |
| 6M | +7.4% | +12.5% | -5.1% | +4.2% |
| YTD | +52.8% | +19.8% | +33.0% | +42.9% |
| 1Y | +55.2% | +34.1% | +21.0% | +37.0% |
| All | +55.2% | +36.9% | +18.3% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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