+138.0%
FE vs ET
+1,313.9%
-1,175.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.4% | +1.8% | -2.2% | -0.7% |
| 30D | +3.6% | -3.0% | +6.6% | +4.0% |
| 3M | +0.3% | -4.7% | +5.0% | +1.0% |
| 6M | +6.4% | +2.7% | +3.7% | +5.8% |
| YTD | +8.1% | +26.5% | -18.4% | +4.0% |
| 1Y | +4.6% | +25.0% | -20.4% | +0.8% |
| 3Y | +49.1% | +85.4% | -36.3% | +34.1% |
| 5Y | +46.1% | +215.5% | -169.4% | +20.1% |
| 10Y | +122.7% | +161.3% | -38.6% | +78.1% |
| All | +138.0% | +1,313.9% | -1,175.9% | -17.3% |
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