+286.2%
ETR vs FTV
+90.8%
+195.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +1.4% | -4.5% | +5.9% | +2.9% |
| 30D | +1.0% | -7.1% | +8.0% | +3.2% |
| 3M | -1.3% | -7.2% | +5.9% | +0.8% |
| 6M | +1.9% | -1.5% | +3.4% | +1.8% |
| YTD | +18.2% | +3.5% | +14.7% | +15.5% |
| 1Y | +24.7% | +20.3% | +4.3% | +15.5% |
| 3Y | +150.7% | -3.1% | +153.8% | +145.7% |
| 5Y | +127.0% | +2.3% | +124.7% | +114.4% |
| 10Y | +295.5% | +76.3% | +219.1% | +189.1% |
| All | +286.2% | +90.8% | +195.4% | +183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling