+146.1%
EWT vs FND
-62.8%
+208.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.2% |
| 7D | -1.1% | -5.1% | +4.0% | 0.0% |
| 30D | +4.8% | -22.5% | +27.3% | +10.3% |
| 3M | +11.1% | -5.0% | +16.1% | +11.4% |
| 6M | +54.6% | -21.5% | +76.2% | +60.5% |
| YTD | +71.4% | -23.0% | +94.5% | +78.0% |
| 1Y | +82.1% | -44.9% | +127.0% | +101.8% |
| 3Y | +193.2% | -50.0% | +243.2% | +220.4% |
| 5Y | +146.1% | -63.3% | +209.4% | +167.3% |
| All | +146.1% | -62.8% | +208.9% | +167.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling