+377.8%
ETR vs FDS
+132.8%
+245.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.5% | -0.4% |
| 7D | +0.1% | -2.1% | +2.2% | +0.6% |
| 30D | +7.7% | +16.0% | -8.3% | +3.6% |
| 3M | +5.7% | +18.8% | -13.1% | +0.5% |
| 6M | -0.3% | +54.1% | -54.4% | -13.2% |
| YTD | +23.4% | +17.0% | +6.4% | +15.7% |
| 1Y | +18.5% | +25.5% | -7.0% | +7.9% |
| 3Y | +155.6% | -23.3% | +178.9% | +173.5% |
| 5Y | +158.7% | -22.6% | +181.3% | +171.0% |
| 10Y | +377.8% | +130.2% | +247.6% | +248.9% |
| All | +377.8% | +132.8% | +245.0% | +248.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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