+157.6%
ET vs FND
+54.9%
+102.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | +1.4% | -5.1% | +6.4% | +2.2% |
| 30D | +4.6% | -22.5% | +27.1% | +8.7% |
| 3M | +16.0% | -5.0% | +21.0% | +16.0% |
| 6M | +22.8% | -21.5% | +44.3% | +25.9% |
| YTD | +38.9% | -23.0% | +61.9% | +42.2% |
| 1Y | +34.1% | -44.9% | +79.0% | +45.2% |
| 3Y | +98.8% | -50.0% | +148.8% | +111.5% |
| 5Y | +246.8% | -63.3% | +310.2% | +275.5% |
| All | +157.6% | +54.9% | +102.7% | +107.5% |
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