+156.5%
ETR vs FGI
+12.3%
+144.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | 0.0% |
| 7D | +1.5% | +13.5% | -12.0% | +1.6% |
| 30D | +6.6% | +17.1% | -10.5% | +6.7% |
| 3M | +4.4% | +78.0% | -73.6% | +5.2% |
| 6M | -0.3% | +46.4% | -46.7% | +0.4% |
| YTD | +23.3% | +47.7% | -24.4% | +24.6% |
| 1Y | +18.9% | +56.8% | -37.9% | +20.6% |
| All | +156.5% | +12.3% | +144.3% | +173.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling