-51.7%
FIG vs ETR
+18.4%
-70.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.7% | +2.5% | +7.1% |
| 7D | -4.7% | +3.7% | -8.4% | -2.2% |
| 30D | +0.5% | +11.0% | -10.4% | +8.6% |
| 3M | -18.4% | +3.4% | -21.8% | -16.7% |
| 6M | +10.9% | -3.3% | +14.2% | +11.3% |
| YTD | -40.8% | +23.3% | -64.0% | -37.7% |
| 1Y | -51.7% | +19.2% | -70.9% | -48.0% |
| All | -51.7% | +18.4% | -70.1% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling