+1,291.5%
ETR vs FTI
+2,165.1%
-873.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.4% | +5.3% | -3.8% | +0.6% |
| 30D | +1.0% | +15.3% | -14.3% | -1.4% |
| 3M | -1.3% | +15.8% | -17.0% | -3.9% |
| 6M | +1.9% | +22.6% | -20.7% | -2.0% |
| YTD | +18.2% | +79.5% | -61.4% | +6.6% |
| 1Y | +24.7% | +102.0% | -77.3% | +10.0% |
| 3Y | +150.7% | +315.8% | -165.1% | +91.9% |
| 5Y | +127.0% | +1,129.5% | -1,002.5% | +38.0% |
| 10Y | +295.5% | +320.9% | -25.5% | +154.6% |
| All | +1,291.5% | +2,165.1% | -873.7% | +447.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 all: compounded portfolio wealth divided by compounded FTI 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…
all analysis · Full analysis span regression · 6 months rolling