+513.6%
EWT vs FLR
+19.7%
+493.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.7% |
| 7D | -1.1% | -3.5% | +2.4% | -0.7% |
| 30D | +4.5% | +4.2% | +0.3% | +3.9% |
| 3M | +8.3% | +8.1% | +0.2% | +7.0% |
| 6M | +54.2% | +21.5% | +32.7% | +50.1% |
| YTD | +74.6% | +36.8% | +37.8% | +67.6% |
| 1Y | +84.9% | +31.2% | +53.7% | +78.0% |
| 3Y | +197.5% | +53.9% | +143.6% | +177.3% |
| 5Y | +150.6% | +243.0% | -92.5% | +114.9% |
| All | +513.6% | +19.7% | +493.9% | +498.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling