+176.1%
ET vs FHN
+129.4%
+46.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | +4.6% | -2.6% | +7.2% | +5.6% |
| 3M | +16.0% | +0.8% | +15.2% | +15.4% |
| 6M | +22.8% | +9.2% | +13.6% | +17.9% |
| YTD | +38.9% | +5.1% | +33.7% | +34.8% |
| 1Y | +34.1% | +12.2% | +21.9% | +25.8% |
| 3Y | +98.8% | +132.4% | -33.6% | +33.9% |
| 5Y | +246.8% | +91.1% | +155.7% | +125.3% |
| All | +176.1% | +129.4% | +46.6% | +25.0% |
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