+147.8%
ETR vs FLR
+56.0%
+91.9%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.0% |
| 7D | +0.4% | -3.1% | +3.5% | +0.6% |
| 30D | +2.0% | +4.9% | -2.9% | +1.6% |
| 3M | -1.7% | +10.8% | -12.5% | -2.7% |
| 6M | +3.6% | +19.7% | -16.1% | +1.5% |
| YTD | +18.0% | +38.4% | -20.3% | +14.1% |
| 1Y | +26.2% | +34.7% | -8.4% | +22.1% |
| All | +147.8% | +56.0% | +91.9% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling