+439.3%
EWT vs FND
+56.5%
+382.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.6% |
| 7D | -1.1% | -5.8% | +4.6% | 0.0% |
| 30D | +4.5% | -20.2% | +24.7% | +9.1% |
| 3M | +8.3% | -12.0% | +20.2% | +10.3% |
| 6M | +54.2% | -18.5% | +72.7% | +58.8% |
| YTD | +74.6% | -22.3% | +96.8% | +80.8% |
| 1Y | +84.9% | -47.6% | +132.5% | +106.3% |
| 3Y | +197.5% | -49.8% | +247.3% | +224.8% |
| 5Y | +150.6% | -63.0% | +213.6% | +178.4% |
| All | +439.3% | +56.5% | +382.8% | +358.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling