+1,458.7%
ET vs FDS
+859.6%
+599.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.5% |
| 7D | +0.9% | -1.9% | +2.8% | +1.5% |
| 30D | +7.5% | +9.0% | -1.5% | +3.9% |
| 3M | +11.4% | +18.9% | -7.4% | +3.4% |
| 6M | +18.5% | +35.1% | -16.6% | +3.2% |
| YTD | +37.4% | +5.5% | +31.9% | +30.0% |
| 1Y | +30.9% | -16.8% | +47.7% | +34.5% |
| 3Y | +98.7% | -28.1% | +126.8% | +113.1% |
| 5Y | +230.7% | -17.4% | +248.1% | +227.5% |
| 10Y | +175.6% | +85.4% | +90.1% | +87.4% |
| All | +1,458.7% | +859.6% | +599.1% | +458.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling