+97.6%
ET vs FDS
-27.1%
+124.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.6% |
| 7D | +0.9% | -1.9% | +2.8% | +1.0% |
| 30D | +7.5% | +9.0% | -1.5% | +6.6% |
| 3M | +11.4% | +18.9% | -7.4% | +9.6% |
| 6M | +18.5% | +35.1% | -16.6% | +14.9% |
| YTD | +37.4% | +5.5% | +31.9% | +38.5% |
| 1Y | +30.9% | -16.8% | +47.7% | +39.7% |
| All | +97.6% | -27.1% | +124.6% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling