+163.4%
ET vs FHN
+80.9%
+82.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | +3.0% | +1.3% | +1.8% | +2.5% |
| 30D | -3.5% | +2.8% | -6.3% | -4.6% |
| 3M | -5.6% | -8.9% | +3.3% | -2.4% |
| 6M | +0.5% | -0.7% | +1.2% | +0.3% |
| YTD | +26.3% | +0.1% | +26.3% | +24.9% |
| 1Y | +25.7% | +10.4% | +15.3% | +19.2% |
| 3Y | +85.1% | +128.8% | -43.7% | +26.6% |
| 5Y | +216.4% | +61.5% | +154.9% | +125.1% |
| All | +163.4% | +80.9% | +82.5% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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