+513.6%
EWT vs FTI
+305.3%
+208.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.7% |
| 7D | -1.1% | -4.4% | +3.3% | -0.4% |
| 30D | +4.5% | +1.5% | +3.0% | +4.2% |
| 3M | +8.3% | +8.2% | +0.1% | +6.7% |
| 6M | +54.2% | +18.8% | +35.4% | +49.3% |
| YTD | +74.6% | +71.7% | +2.9% | +59.1% |
| 1Y | +84.9% | +90.0% | -5.1% | +65.4% |
| 3Y | +197.5% | +270.5% | -73.0% | +135.7% |
| 5Y | +150.6% | +1,084.5% | -934.0% | +59.8% |
| All | +513.6% | +305.3% | +208.4% | +320.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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