+134.2%
ET vs FND
+57.9%
+76.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.2% |
| 7D | +2.5% | -6.8% | +9.4% | +3.6% |
| 30D | -2.5% | +8.0% | -10.4% | -4.0% |
| 3M | -4.9% | -18.9% | +14.1% | -2.2% |
| 6M | -0.1% | +4.7% | -4.8% | -2.4% |
| YTD | +26.2% | -21.6% | +47.8% | +28.3% |
| 1Y | +25.2% | -22.0% | +47.2% | +27.1% |
| 3Y | +84.2% | -40.4% | +124.6% | +88.9% |
| 5Y | +216.1% | -63.8% | +279.9% | +242.8% |
| All | +134.2% | +57.9% | +76.3% | +87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling