+1,333.5%
ET vs FLR
+37.8%
+1,295.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.5% |
| 7D | +3.0% | +10.1% | -7.1% | 0.0% |
| 30D | -3.5% | -0.5% | -3.0% | -3.6% |
| 3M | -5.6% | -4.8% | -0.8% | -4.8% |
| 6M | +0.5% | +10.7% | -10.2% | -5.1% |
| YTD | +26.3% | +25.0% | +1.4% | +12.8% |
| 1Y | +25.7% | +8.3% | +17.4% | +17.0% |
| 3Y | +85.1% | +36.8% | +48.2% | +49.6% |
| 5Y | +216.4% | +121.8% | +94.6% | +108.3% |
| 10Y | +160.9% | +9.2% | +151.8% | +68.1% |
| All | +1,333.5% | +37.8% | +1,295.7% | +675.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling