+238.1%
ET vs FGI
-70.4%
+308.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.3% | +0.2% |
| 7D | +0.9% | +0.5% | +0.3% | +0.9% |
| 30D | +7.5% | +65.4% | -57.9% | +6.9% |
| 3M | +11.4% | +23.5% | -12.1% | +11.0% |
| 6M | +18.5% | +60.5% | -42.0% | +17.0% |
| YTD | +37.4% | +30.0% | +7.4% | +36.0% |
| 1Y | +30.9% | +82.1% | -51.1% | +27.3% |
| 3Y | +98.7% | -4.4% | +103.1% | +93.3% |
| All | +238.1% | -70.4% | +308.5% | +228.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling