+1,332.0%
ET vs FLR
+36.3%
+1,295.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +2.5% | +5.4% | -2.8% | +0.8% |
| 30D | -2.5% | +2.8% | -5.3% | -3.5% |
| 3M | -4.9% | -6.4% | +1.6% | -3.6% |
| 6M | -0.1% | +8.8% | -8.9% | -5.1% |
| YTD | +26.2% | +23.6% | +2.6% | +13.1% |
| 1Y | +25.2% | +13.8% | +11.4% | +14.8% |
| 3Y | +84.2% | +36.5% | +47.7% | +48.9% |
| 5Y | +216.1% | +119.3% | +96.7% | +108.7% |
| 10Y | +160.7% | +8.0% | +152.7% | +68.4% |
| All | +1,332.0% | +36.3% | +1,295.8% | +677.6% |
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