-83.2%
FIG vs ETR
+28.6%
-111.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.7% |
| 7D | +3.4% | +1.2% | +2.2% | +4.1% |
| 30D | -9.5% | +7.0% | -16.5% | -5.6% |
| 3M | -26.2% | +4.6% | -30.8% | -24.4% |
| 6M | +2.7% | +0.1% | +2.6% | +3.9% |
| YTD | -48.0% | +23.2% | -71.1% | -45.0% |
| 1Y | -52.0% | +20.6% | -72.6% | -49.4% |
| All | -83.2% | +28.6% | -111.8% | -80.4% |
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 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