+176.1%
ET vs FLR
+18.3%
+157.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +0.8% |
| 7D | +1.4% | -6.9% | +8.2% | +3.2% |
| 30D | +4.6% | +1.1% | +3.4% | +4.0% |
| 3M | +16.0% | +14.3% | +1.7% | +10.3% |
| 6M | +22.8% | +19.1% | +3.7% | +13.9% |
| YTD | +38.9% | +35.1% | +3.7% | +23.6% |
| 1Y | +34.1% | +29.5% | +4.6% | +19.8% |
| 3Y | +98.8% | +53.0% | +45.8% | +59.7% |
| 5Y | +246.8% | +238.9% | +7.9% | +109.9% |
| All | +176.1% | +18.3% | +157.7% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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