+2,557.5%
ETR vs FDS
+10,448.9%
-7,891.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +1.5% | -2.6% | +4.1% | +1.9% |
| 30D | +6.6% | +14.1% | -7.4% | +4.4% |
| 3M | +4.4% | +19.8% | -15.4% | +1.2% |
| 6M | -0.3% | +55.0% | -55.2% | -8.0% |
| YTD | +23.3% | +15.9% | +7.4% | +18.3% |
| 1Y | +18.9% | +24.2% | -5.3% | +12.5% |
| 3Y | +155.5% | -24.0% | +179.5% | +160.5% |
| 5Y | +159.9% | -23.3% | +183.3% | +163.1% |
| 10Y | +377.6% | +128.0% | +249.6% | +310.4% |
| All | +2,557.5% | +10,448.9% | -7,891.4% | +1,601.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling