+125.2%
ETR vs FDS
-20.4%
+145.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +1.7% |
| 7D | +1.4% | -5.4% | +6.8% | +2.0% |
| 30D | +1.9% | +1.6% | +0.3% | +1.6% |
| 3M | +1.0% | +17.7% | -16.8% | -1.4% |
| 6M | +4.8% | +29.1% | -24.2% | +0.3% |
| YTD | +19.5% | +1.0% | +18.6% | +20.0% |
| 1Y | +28.1% | -21.6% | +49.7% | +36.9% |
| 3Y | +151.1% | -30.1% | +181.3% | +174.1% |
| 5Y | +125.2% | -20.7% | +145.9% | +129.9% |
| All | +125.2% | -20.4% | +145.6% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling