+290.1%
ETR vs FLR
+19.7%
+270.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -1.8% | -3.5% | +1.7% | -1.6% |
| 30D | -1.8% | +4.2% | -5.9% | -2.0% |
| 3M | -3.6% | +8.1% | -11.7% | -4.2% |
| 6M | +2.6% | +21.5% | -18.9% | +1.0% |
| YTD | +16.0% | +36.8% | -20.7% | +13.2% |
| 1Y | +20.1% | +31.2% | -11.1% | +17.4% |
| 3Y | +143.6% | +53.9% | +89.7% | +132.8% |
| 5Y | +124.4% | +243.0% | -118.7% | +103.9% |
| All | +290.1% | +19.7% | +270.3% | +240.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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