+126.1%
ETR vs FTV
+1.8%
+124.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -1.0% |
| 7D | +0.4% | -1.3% | +1.7% | +0.7% |
| 30D | +2.0% | -9.5% | +11.6% | +4.3% |
| 3M | -1.7% | -10.9% | +9.2% | +0.7% |
| 6M | +3.6% | -0.6% | +4.2% | +3.3% |
| YTD | +18.0% | +1.4% | +16.6% | +16.6% |
| 1Y | +26.2% | +17.6% | +8.6% | +19.8% |
| 3Y | +148.0% | -3.3% | +151.3% | +144.9% |
| 5Y | +126.1% | -0.1% | +126.2% | +116.1% |
| All | +126.1% | +1.8% | +124.2% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling