+146.1%
EWT vs FLR
+230.6%
-84.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.0% |
| 7D | -1.1% | -6.9% | +5.8% | +0.4% |
| 30D | +4.8% | +1.1% | +3.7% | +4.5% |
| 3M | +11.1% | +14.3% | -3.2% | +7.7% |
| 6M | +54.6% | +19.1% | +35.5% | +48.0% |
| YTD | +71.4% | +35.1% | +36.3% | +60.1% |
| 1Y | +82.1% | +29.5% | +52.6% | +70.9% |
| 3Y | +193.2% | +53.0% | +140.2% | +157.2% |
| 5Y | +146.1% | +238.9% | -92.8% | +84.6% |
| All | +146.1% | +230.6% | -84.5% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling