+97.9%
EWT vs FITB
+23.7%
+74.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | +4.0% | +0.6% | +3.4% | +3.8% |
| 30D | +10.3% | -4.7% | +15.0% | +11.3% |
| 3M | +6.1% | +6.7% | -0.6% | +4.5% |
| 6M | +56.6% | +12.6% | +44.1% | +51.0% |
| YTD | +76.6% | +19.1% | +57.5% | +67.3% |
| 1Y | +97.9% | +22.6% | +75.2% | +81.7% |
| All | +97.9% | +23.7% | +74.2% | +81.7% |
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