+1,108.4%
EWT vs FTI
+2,107.5%
-999.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +2.1% | -2.3% | +4.5% | +2.8% |
| 30D | +9.4% | +5.0% | +4.3% | +8.0% |
| 3M | +10.9% | +13.8% | -3.0% | +6.8% |
| 6M | +57.9% | +22.9% | +35.1% | +48.6% |
| YTD | +75.9% | +75.0% | +0.9% | +50.9% |
| 1Y | +89.7% | +96.9% | -7.2% | +57.2% |
| 3Y | +200.9% | +276.7% | -75.9% | +104.3% |
| 5Y | +154.5% | +1,157.0% | -1,002.5% | +16.9% |
| 10Y | +520.8% | +310.7% | +210.1% | +230.0% |
| All | +1,108.4% | +2,107.5% | -999.2% | +207.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling