+151.1%
ETR vs FND
-63.9%
+215.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.1% |
| 7D | +1.2% | -6.8% | +8.0% | +1.8% |
| 30D | +7.0% | +8.0% | -1.0% | +6.2% |
| 3M | +4.6% | -18.9% | +23.5% | +6.3% |
| 6M | +0.1% | +4.7% | -4.6% | -0.8% |
| YTD | +23.2% | -21.6% | +44.8% | +24.7% |
| 1Y | +20.6% | -22.0% | +42.6% | +22.1% |
| 3Y | +156.3% | -40.4% | +196.7% | +161.3% |
| All | +151.1% | -63.9% | +215.0% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling