+245.3%
ET vs FLR
+245.1%
+0.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.3% |
| 7D | +0.6% | -3.1% | +3.8% | +1.2% |
| 30D | +5.3% | +4.9% | +0.4% | +4.3% |
| 3M | +15.6% | +10.8% | +4.8% | +12.5% |
| 6M | +20.6% | +19.7% | +1.0% | +14.6% |
| YTD | +38.5% | +38.4% | +0.2% | +27.0% |
| 1Y | +35.7% | +34.7% | +1.0% | +24.4% |
| 3Y | +98.4% | +56.7% | +41.7% | +66.1% |
| 5Y | +245.3% | +241.6% | +3.7% | +140.5% |
| All | +245.3% | +245.1% | +0.2% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling