+134.8%
ET vs FND
+68.8%
+66.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +1.8% | -4.4% | +6.2% | +2.4% |
| 30D | -3.0% | +14.5% | -17.5% | -5.3% |
| 3M | -4.7% | -15.6% | +10.9% | -2.7% |
| 6M | +2.7% | +4.7% | -2.0% | +0.4% |
| YTD | +26.5% | -16.1% | +42.7% | +27.3% |
| 1Y | +25.0% | -16.0% | +41.0% | +25.4% |
| 3Y | +85.4% | -35.5% | +120.8% | +87.7% |
| 5Y | +215.5% | -60.5% | +276.0% | +237.3% |
| All | +134.8% | +68.8% | +66.0% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling