+151.1%
ETR vs FTV
+17.3%
+133.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.2% | +3.9% | -2.7% | +0.3% |
| 30D | +7.0% | +18.7% | -11.6% | +3.0% |
| 3M | +4.6% | +10.0% | -5.4% | +2.3% |
| 6M | +0.1% | +14.6% | -14.4% | -3.1% |
| YTD | +23.2% | +23.4% | -0.2% | +16.4% |
| 1Y | +20.6% | +31.3% | -10.7% | +12.0% |
| 3Y | +156.3% | +39.8% | +116.5% | +129.4% |
| All | +151.1% | +17.3% | +133.8% | +142.4% |
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 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