+2,446.4%
ETR vs FDS
+9,502.8%
-7,056.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.1% |
| 7D | +1.4% | -1.9% | +3.3% | +1.7% |
| 30D | +1.0% | +9.0% | -8.0% | -0.5% |
| 3M | -1.3% | +18.9% | -20.1% | -4.4% |
| 6M | +1.9% | +35.1% | -33.2% | -4.0% |
| YTD | +18.2% | +5.5% | +12.7% | +15.3% |
| 1Y | +24.7% | -16.8% | +41.5% | +26.0% |
| 3Y | +150.7% | -28.1% | +178.7% | +158.4% |
| 5Y | +127.0% | -17.4% | +144.4% | +127.6% |
| 10Y | +295.5% | +85.4% | +210.0% | +250.6% |
| All | +2,446.4% | +9,502.8% | -7,056.4% | +1,559.1% |
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