+26.4%
ET vs FDS
+31.1%
-4.7%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.9% | -6.4% | -3.4% |
| 7D | -6.0% | +9.4% | -15.5% | -5.9% |
| 30D | -6.1% | +23.8% | -29.9% | -5.9% |
| 3M | -2.7% | +25.1% | -27.8% | -2.5% |
| 6M | +0.2% | +53.8% | -53.6% | +1.0% |
| YTD | +24.3% | +19.6% | +4.8% | +24.5% |
| 1Y | +26.4% | +31.6% | -5.3% | +29.6% |
| All | +26.4% | +31.1% | -4.7% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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