+245.3%
ET vs FND
-61.3%
+306.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | +5.3% | -19.6% | +24.9% | +7.4% |
| 3M | +15.6% | -4.3% | +20.0% | +15.5% |
| 6M | +20.6% | -20.4% | +41.1% | +22.6% |
| YTD | +38.5% | -21.9% | +60.4% | +40.7% |
| 1Y | +35.7% | -45.2% | +80.9% | +44.0% |
| 3Y | +98.4% | -49.2% | +147.6% | +106.3% |
| 5Y | +245.3% | -61.8% | +307.1% | +249.6% |
| All | +245.3% | -61.3% | +306.5% | +249.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling