+146.1%
EWT vs FTV
-3.0%
+149.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.6% |
| 7D | -1.1% | -5.2% | +4.1% | +1.0% |
| 30D | +4.8% | -11.5% | +16.3% | +9.9% |
| 3M | +11.1% | -9.0% | +20.2% | +15.0% |
| 6M | +54.6% | -2.0% | +56.7% | +55.0% |
| YTD | +71.4% | -0.9% | +72.4% | +69.7% |
| 1Y | +82.1% | +14.8% | +67.3% | +68.5% |
| 3Y | +193.2% | -5.5% | +198.7% | +190.6% |
| 5Y | +146.1% | -1.9% | +148.0% | +129.3% |
| All | +146.1% | -3.0% | +149.1% | +129.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling