-80.9%
FIG vs EWT
+98.0%
-178.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.4% | -3.3% |
| 7D | -14.5% | +2.1% | -16.6% | -14.6% |
| 30D | -13.3% | +9.4% | -22.7% | -14.0% |
| 3M | +7.4% | +10.9% | -3.5% | +4.5% |
| 6M | -27.8% | +57.9% | -85.7% | -45.4% |
| YTD | -41.1% | +75.9% | -117.0% | -60.4% |
| 1Y | -58.7% | +89.7% | -148.4% | -72.6% |
| All | -80.9% | +98.0% | -178.9% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling