+513.6%
EWT vs FTV
+80.7%
+432.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -1.1% | -4.0% | +2.8% | +0.4% |
| 30D | +4.5% | -11.0% | +15.5% | +9.3% |
| 3M | +8.3% | -8.4% | +16.7% | +11.7% |
| 6M | +54.2% | -2.6% | +56.8% | +55.1% |
| YTD | +74.6% | -0.6% | +75.2% | +72.9% |
| 1Y | +84.9% | +11.0% | +73.9% | +74.7% |
| 3Y | +197.5% | -6.3% | +203.9% | +197.1% |
| 5Y | +150.6% | -1.5% | +152.1% | +140.9% |
| All | +513.6% | +80.7% | +432.9% | +378.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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