+55.2%
EWT vs FND
-10.3%
+65.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.9% | -12.1% | -3.0% |
| 7D | -10.9% | +12.3% | -23.2% | -12.7% |
| 30D | -17.7% | +14.7% | -32.5% | -19.8% |
| 3M | -5.0% | -12.0% | +7.0% | -2.4% |
| 6M | +7.4% | +10.8% | -3.4% | +3.6% |
| YTD | +52.8% | -12.3% | +65.1% | +52.5% |
| 1Y | +55.2% | -13.4% | +68.6% | +54.7% |
| All | +55.2% | -10.3% | +65.4% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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