+1,350.6%
ETR vs FTI
+1,779.9%
-429.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.4% |
| 7D | +1.2% | +4.3% | -3.2% | +0.5% |
| 30D | +7.0% | -4.7% | +11.7% | +7.7% |
| 3M | +4.6% | -13.5% | +18.1% | +6.8% |
| 6M | +0.1% | -8.7% | +8.8% | +1.1% |
| YTD | +23.2% | +49.0% | -25.8% | +14.3% |
| 1Y | +20.6% | +54.0% | -33.4% | +11.2% |
| 3Y | +156.3% | +211.6% | -55.4% | +105.7% |
| 5Y | +159.6% | +881.9% | -722.2% | +64.4% |
| 10Y | +377.1% | +188.1% | +189.0% | +228.9% |
| All | +1,350.6% | +1,779.9% | -429.3% | +487.2% |
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