+211.4%
ET vs FGI
-68.3%
+279.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.9% | -5.8% | +0.1% |
| 7D | +1.8% | +6.9% | -5.1% | +1.7% |
| 30D | -3.0% | +3.9% | -6.9% | -3.0% |
| 3M | -4.7% | +74.3% | -79.0% | -5.3% |
| 6M | +2.7% | +28.9% | -26.3% | +2.2% |
| YTD | +26.5% | +39.1% | -12.6% | +25.2% |
| 1Y | +25.0% | +49.3% | -24.4% | +23.0% |
| 3Y | +85.4% | +5.7% | +79.6% | +80.0% |
| All | +211.4% | -68.3% | +279.7% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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