+302.6%
ETR vs FTV
+127.6%
+175.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.2% | +3.9% | -2.7% | -0.1% |
| 30D | +7.0% | +18.7% | -11.6% | +1.4% |
| 3M | +4.6% | +10.0% | -5.4% | +1.3% |
| 6M | +0.1% | +14.6% | -14.4% | -4.5% |
| YTD | +23.2% | +23.4% | -0.2% | +13.8% |
| 1Y | +20.6% | +31.3% | -10.7% | +9.0% |
| 3Y | +156.3% | +39.8% | +116.5% | +121.8% |
| 5Y | +159.6% | +17.7% | +142.0% | +135.3% |
| 10Y | +377.1% | +110.2% | +266.9% | +232.1% |
| All | +302.6% | +127.6% | +175.1% | +178.9% |
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