+110.5%
FE vs ET
+179.3%
-68.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.7% | +1.4% | -3.0% | -1.9% |
| 30D | -1.3% | +4.6% | -5.8% | -1.9% |
| 3M | +0.6% | +16.0% | -15.4% | -1.6% |
| 6M | -6.8% | +22.8% | -29.7% | -9.7% |
| YTD | +6.4% | +38.9% | -32.4% | +1.3% |
| 1Y | +11.3% | +34.1% | -22.8% | +6.4% |
| 3Y | +47.1% | +98.8% | -51.7% | +31.6% |
| 5Y | +50.4% | +246.8% | -196.4% | +23.2% |
| All | +110.5% | +179.3% | -68.8% | +81.5% |
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