+52.2%
EWT vs FN
-20.4%
+72.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +11.9% | -4.7% | +4.4% |
| 7D | -5.0% | +16.3% | -21.3% | -8.5% |
| 30D | -16.3% | -24.7% | +8.4% | -11.8% |
| 3M | -7.2% | -34.9% | +27.7% | -0.1% |
| 6M | -0.5% | -41.1% | +40.6% | +7.9% |
| YTD | +50.6% | -19.6% | +70.2% | +52.3% |
| All | +52.2% | -20.4% | +72.6% | +54.2% |
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