+136.9%
FE vs ET
+1,435.0%
-1,298.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +1.9% | +0.9% | +1.0% | +1.8% |
| 30D | -1.2% | +7.5% | -8.6% | -2.3% |
| 3M | +3.5% | +11.4% | -7.9% | +1.7% |
| 6M | -6.1% | +18.5% | -24.6% | -8.6% |
| YTD | +7.6% | +37.4% | -29.8% | +2.3% |
| 1Y | +11.9% | +30.9% | -19.0% | +7.1% |
| 3Y | +48.4% | +98.7% | -50.3% | +32.2% |
| 5Y | +44.8% | +230.7% | -185.9% | +18.1% |
| 10Y | +115.9% | +175.6% | -59.7% | +70.8% |
| All | +136.9% | +1,435.0% | -1,298.1% | -18.7% |
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