+502.6%
EWT vs FITB
+288.7%
+213.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.6% |
| 7D | -1.1% | -1.0% | -0.1% | -0.9% |
| 30D | +4.8% | -5.5% | +10.3% | +6.2% |
| 3M | +11.1% | +4.1% | +7.0% | +9.8% |
| 6M | +54.6% | +18.7% | +35.9% | +47.7% |
| YTD | +71.4% | +18.2% | +53.3% | +63.6% |
| 1Y | +82.1% | +23.7% | +58.4% | +71.5% |
| 3Y | +193.2% | +130.8% | +62.5% | +134.4% |
| 5Y | +146.1% | +69.8% | +76.3% | +107.7% |
| All | +502.6% | +288.7% | +213.9% | +306.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling