-79.9%
FIG vs ETR
+21.2%
-101.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +4.5% |
| 7D | -3.8% | -1.8% | -2.0% | -5.0% |
| 30D | -2.3% | -1.8% | -0.6% | -3.4% |
| 3M | +20.0% | -3.6% | +23.5% | +17.5% |
| 6M | -16.7% | +2.6% | -19.3% | -16.0% |
| YTD | -37.9% | +16.0% | -53.9% | -36.5% |
| 1Y | -58.5% | +20.1% | -78.7% | -53.7% |
| All | -79.9% | +21.2% | -101.1% | -77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling