+997.6%
EWT vs FLR
+609.6%
+388.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +1.6% | +0.7% | +1.0% | +1.5% |
| 30D | +8.2% | -0.7% | +8.9% | +8.2% |
| 3M | +11.1% | +14.3% | -3.3% | +7.5% |
| 6M | +60.4% | +25.6% | +34.8% | +51.4% |
| YTD | +75.6% | +42.9% | +32.7% | +60.9% |
| 1Y | +91.3% | +38.7% | +52.6% | +75.7% |
| 3Y | +200.3% | +61.8% | +138.5% | +156.8% |
| 5Y | +156.4% | +254.1% | -97.7% | +78.4% |
| 10Y | +495.8% | +20.0% | +475.7% | +350.7% |
| All | +997.6% | +609.6% | +388.0% | +418.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling