+137.5%
FE vs ET
+1,275.4%
-1,137.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | 0.0% | -7.9% | +7.8% | +1.2% |
| 30D | +5.2% | -5.9% | +11.1% | +6.1% |
| 3M | 0.0% | -5.2% | +5.2% | +0.7% |
| 6M | +5.0% | +0.3% | +4.8% | +4.8% |
| YTD | +7.9% | +23.1% | -15.2% | +4.2% |
| 1Y | +6.3% | +22.7% | -16.4% | +2.8% |
| 3Y | +46.0% | +75.4% | -29.4% | +32.5% |
| 5Y | +45.6% | +202.6% | -157.0% | +20.5% |
| 10Y | +109.3% | +213.0% | -103.6% | +62.2% |
| All | +137.5% | +1,275.4% | -1,137.9% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling