+291.6%
ETR vs FHN
+129.4%
+162.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.5% |
| 7D | -1.9% | -0.8% | -1.1% | -1.8% |
| 30D | -0.2% | -2.6% | +2.4% | +0.2% |
| 3M | -3.7% | +0.8% | -4.6% | -3.9% |
| 6M | +2.1% | +9.2% | -7.1% | +0.4% |
| YTD | +16.5% | +5.1% | +11.3% | +15.1% |
| 1Y | +22.5% | +12.2% | +10.3% | +19.4% |
| 3Y | +144.7% | +132.4% | +12.3% | +105.8% |
| 5Y | +125.2% | +91.1% | +34.1% | +86.1% |
| All | +291.6% | +129.4% | +162.1% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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