+123.4%
FE vs ET
+160.8%
-37.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.2% | +2.5% | -1.3% | +0.8% |
| 30D | +4.5% | -2.5% | +7.0% | +4.9% |
| 3M | +1.3% | -4.9% | +6.2% | +2.0% |
| 6M | +8.7% | -0.1% | +8.7% | +8.5% |
| YTD | +9.2% | +26.2% | -17.0% | +5.2% |
| 1Y | +7.0% | +25.2% | -18.2% | +3.1% |
| 3Y | +51.4% | +84.2% | -32.8% | +36.2% |
| 5Y | +47.7% | +216.1% | -168.4% | +21.7% |
| All | +123.4% | +160.8% | -37.4% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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