+373.3%
ETR vs FE
+123.7%
+249.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +1.5% | -0.3% | +1.8% | +1.7% |
| 30D | +6.6% | +3.9% | +2.8% | +4.2% |
| 3M | +4.4% | -0.1% | +4.5% | +4.5% |
| 6M | -0.3% | +6.1% | -6.4% | -3.8% |
| YTD | +23.3% | +8.1% | +15.3% | +17.6% |
| 1Y | +18.9% | +4.4% | +14.4% | +15.7% |
| 3Y | +155.5% | +49.0% | +106.5% | +98.4% |
| 5Y | +159.9% | +46.1% | +113.8% | +104.3% |
| All | +373.3% | +123.7% | +249.5% | +202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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