+55.2%
EWT vs FN
-25.7%
+80.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | 0.0% |
| 7D | -10.9% | -7.0% | -3.9% | -9.7% |
| 30D | -17.7% | -24.7% | +7.0% | -13.2% |
| 3M | -5.0% | -35.7% | +30.6% | +2.7% |
| 6M | +7.4% | -52.4% | +59.8% | +21.3% |
| YTD | +52.8% | -25.0% | +77.8% | +56.9% |
| 1Y | +55.2% | -25.7% | +80.9% | +58.9% |
| All | +55.2% | -25.7% | +80.9% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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