+172.0%
ET vs FDS
+127.5%
+44.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -1.9% | -2.0% | +0.1% | -1.4% |
| 30D | -3.1% | +13.5% | -16.6% | -6.7% |
| 3M | -3.9% | +15.2% | -19.1% | -8.4% |
| 6M | +4.0% | +47.0% | -43.0% | -9.0% |
| YTD | +26.4% | +13.9% | +12.5% | +18.8% |
| 1Y | +24.9% | +25.2% | -0.3% | +13.0% |
| 3Y | +85.2% | -25.3% | +110.5% | +99.5% |
| 5Y | +218.3% | -23.3% | +241.6% | +232.4% |
| 10Y | +172.0% | +126.0% | +45.9% | +79.9% |
| All | +172.0% | +127.5% | +44.5% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling