+373.4%
ETR vs FE
+110.9%
+262.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +2.6% | -0.5% | +3.1% | +2.9% |
| 30D | +8.7% | +4.3% | +4.3% | +5.9% |
| 3M | +6.4% | +0.4% | +6.0% | +6.1% |
| 6M | +0.7% | +6.9% | -6.2% | -3.3% |
| YTD | +23.0% | +8.0% | +15.0% | +17.4% |
| 1Y | +17.9% | +4.8% | +13.1% | +14.5% |
| 3Y | +154.9% | +49.0% | +106.0% | +98.0% |
| 5Y | +157.3% | +46.2% | +111.1% | +102.1% |
| 10Y | +373.4% | +120.9% | +252.5% | +202.5% |
| All | +373.4% | +110.9% | +262.5% | +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