+291.6%
ETR vs FTV
+80.1%
+211.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.6% |
| 7D | -1.9% | -5.2% | +3.3% | -0.2% |
| 30D | -0.2% | -11.5% | +11.3% | +3.7% |
| 3M | -3.7% | -9.0% | +5.3% | -1.1% |
| 6M | +2.1% | -2.0% | +4.1% | +2.1% |
| YTD | +16.5% | -0.9% | +17.4% | +15.3% |
| 1Y | +22.5% | +14.8% | +7.7% | +15.1% |
| 3Y | +144.7% | -5.5% | +150.2% | +141.3% |
| 5Y | +125.2% | -1.9% | +127.1% | +115.4% |
| All | +291.6% | +80.1% | +211.4% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling