+146.1%
EWT vs FTI
+1,109.5%
-963.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.3% | -2.1% |
| 7D | -1.1% | -5.6% | +4.5% | -0.1% |
| 30D | +4.8% | +0.4% | +4.4% | +4.7% |
| 3M | +11.1% | +8.1% | +3.0% | +9.5% |
| 6M | +54.6% | +16.7% | +37.9% | +50.0% |
| YTD | +71.4% | +70.0% | +1.5% | +56.3% |
| 1Y | +82.1% | +85.4% | -3.3% | +63.4% |
| 3Y | +193.2% | +265.9% | -72.7% | +134.2% |
| 5Y | +146.1% | +1,072.7% | -926.7% | +60.3% |
| All | +146.1% | +1,109.5% | -963.4% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling