+2,605.7%
ETR vs FE
+561.4%
+2,044.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | +1.4% | +1.9% | -0.5% | +0.3% |
| 30D | +1.0% | -1.2% | +2.1% | +1.7% |
| 3M | -1.3% | +3.5% | -4.7% | -3.3% |
| 6M | +1.9% | -6.1% | +7.9% | +5.8% |
| YTD | +18.2% | +7.6% | +10.5% | +13.0% |
| 1Y | +24.7% | +11.9% | +12.8% | +16.4% |
| 3Y | +150.7% | +48.4% | +102.2% | +95.1% |
| 5Y | +127.0% | +44.8% | +82.2% | +79.0% |
| 10Y | +295.5% | +115.9% | +179.6% | +132.3% |
| All | +2,605.7% | +561.4% | +2,044.3% | +619.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling