+145.0%
ETR vs FGI
-74.8%
+219.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -25.2% | +25.1% | -0.2% |
| 7D | +1.2% | -14.4% | +15.6% | +1.1% |
| 30D | +7.0% | -11.8% | +18.8% | +7.0% |
| 3M | +4.6% | -46.2% | +50.8% | +4.4% |
| 6M | +0.1% | +5.2% | -5.0% | +0.5% |
| YTD | +23.2% | +10.5% | +12.7% | +23.9% |
| 1Y | +20.6% | +25.5% | -4.9% | +21.8% |
| 3Y | +156.3% | -16.0% | +172.3% | +164.0% |
| All | +145.0% | -74.8% | +219.8% | +151.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling