-55.8%
FIG vs ETR
+23.8%
-79.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.6% |
| 7D | -16.3% | +1.4% | -17.7% | -15.6% |
| 30D | -14.3% | +1.0% | -15.3% | -13.7% |
| 3M | +7.2% | -1.3% | +8.4% | +6.7% |
| 6M | -18.6% | +1.9% | -20.5% | -18.1% |
| YTD | -35.5% | +18.2% | -53.6% | -38.9% |
| 1Y | -55.8% | +24.7% | -80.5% | -57.6% |
| All | -55.8% | +23.8% | -79.6% | -57.6% |
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