+238.2%
ET vs FDS
-20.4%
+258.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.7% |
| 7D | +0.4% | -5.4% | +5.8% | +1.2% |
| 30D | +6.9% | +1.6% | +5.3% | +6.5% |
| 3M | +13.1% | +17.7% | -4.7% | +9.9% |
| 6M | +18.7% | +29.1% | -10.3% | +13.0% |
| YTD | +37.4% | +1.0% | +36.5% | +37.5% |
| 1Y | +34.8% | -21.6% | +56.4% | +43.8% |
| 3Y | +96.8% | -30.1% | +126.9% | +114.4% |
| 5Y | +238.2% | -20.7% | +259.0% | +252.0% |
| All | +238.2% | -20.4% | +258.6% | +252.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling