-51.7%
FIG vs EWT
+54.0%
-105.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +5.2% |
| 7D | -4.7% | -10.9% | +6.2% | -5.3% |
| 30D | +0.5% | -17.7% | +18.3% | -0.7% |
| 3M | -18.4% | -5.0% | -13.4% | -18.6% |
| 6M | +10.9% | +7.4% | +3.5% | +4.2% |
| YTD | -40.8% | +52.8% | -93.6% | -54.9% |
| 1Y | -51.7% | +55.2% | -106.9% | -63.4% |
| All | -51.7% | +54.0% | -105.7% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling