+442.3%
EWT vs FND
+58.4%
+383.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.3% |
| 7D | +1.6% | +0.4% | +1.3% | +1.5% |
| 30D | +8.2% | -23.6% | +31.8% | +13.9% |
| 3M | +11.1% | +4.3% | +6.7% | +9.3% |
| 6M | +60.4% | -20.3% | +80.7% | +65.9% |
| YTD | +75.6% | -21.3% | +96.9% | +81.3% |
| 1Y | +91.3% | -45.4% | +136.7% | +111.5% |
| 3Y | +200.3% | -48.9% | +249.2% | +226.6% |
| 5Y | +156.4% | -61.0% | +217.4% | +182.0% |
| All | +442.3% | +58.4% | +383.9% | +360.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling