+30.9%
ET vs FND
-36.4%
+67.3%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.4% |
| 7D | +0.9% | -5.2% | +6.1% | +0.6% |
| 30D | +7.5% | -19.9% | +27.3% | +6.4% |
| 3M | +11.4% | +2.7% | +8.7% | +11.6% |
| 6M | +18.5% | -21.7% | +40.2% | +19.3% |
| YTD | +37.4% | -17.5% | +54.9% | +38.8% |
| 1Y | +30.9% | -39.3% | +70.2% | +32.3% |
| All | +30.9% | -36.4% | +67.3% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling