+100.7%
ET vs FLR
+56.0%
+44.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.2% |
| 7D | +0.6% | -3.1% | +3.8% | +1.0% |
| 30D | +5.3% | +4.9% | +0.4% | +4.6% |
| 3M | +15.6% | +10.8% | +4.8% | +13.3% |
| 6M | +20.6% | +19.7% | +1.0% | +15.9% |
| YTD | +38.5% | +38.4% | +0.2% | +29.2% |
| 1Y | +35.7% | +34.7% | +1.0% | +26.4% |
| All | +100.7% | +56.0% | +44.7% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling