+97.9%
EWT vs FLR
+31.2%
+66.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.6% |
| 7D | +4.0% | +5.4% | -1.5% | +2.2% |
| 30D | +10.3% | +11.4% | -1.1% | +5.9% |
| 3M | +6.1% | +11.4% | -5.3% | +1.9% |
| 6M | +56.6% | +16.6% | +40.0% | +46.5% |
| YTD | +76.6% | +41.7% | +34.9% | +57.9% |
| 1Y | +97.9% | +35.4% | +62.4% | +79.9% |
| All | +97.9% | +31.2% | +66.6% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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