-80.3%
FIG vs ETR
+24.8%
-105.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.2% | -6.9% | -4.8% |
| 7D | -16.4% | +1.4% | -17.8% | -15.4% |
| 30D | -2.3% | +1.9% | -4.2% | -0.7% |
| 3M | +7.8% | +1.0% | +6.8% | +9.1% |
| 6M | -21.8% | +4.8% | -26.7% | -19.6% |
| YTD | -39.1% | +19.5% | -58.7% | -36.4% |
| 1Y | -56.6% | +28.1% | -84.7% | -45.8% |
| All | -80.3% | +24.8% | -105.1% | -77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling