+46.2%
FE vs ET
+235.7%
-189.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | -2.1% | +6.9% | -9.0% | -3.2% |
| 3M | +2.6% | +13.1% | -10.5% | +0.7% |
| 6M | -6.8% | +18.7% | -25.5% | -9.3% |
| YTD | +6.9% | +37.4% | -30.6% | +1.6% |
| 1Y | +11.6% | +34.8% | -23.3% | +6.3% |
| 3Y | +47.7% | +96.8% | -49.1% | +29.1% |
| 5Y | +46.2% | +238.2% | -192.0% | +19.5% |
| All | +46.2% | +235.7% | -189.5% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling