+147.8%
ETR vs FND
-50.0%
+197.9%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.2% |
| 7D | +0.4% | -0.8% | +1.2% | +0.4% |
| 30D | +2.0% | -19.6% | +21.6% | +3.8% |
| 3M | -1.7% | -4.3% | +2.7% | -1.6% |
| 6M | +3.6% | -20.4% | +24.0% | +5.1% |
| YTD | +18.0% | -21.9% | +39.9% | +19.7% |
| 1Y | +26.2% | -45.2% | +71.4% | +32.0% |
| All | +147.8% | -50.0% | +197.9% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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