+282.0%
FITB vs ETR
+298.4%
-16.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +1.2% |
| 7D | -1.0% | -1.9% | +0.9% | 0.0% |
| 30D | -5.5% | -0.2% | -5.3% | -5.5% |
| 3M | +4.1% | -3.7% | +7.8% | +6.0% |
| 6M | +18.7% | +2.1% | +16.6% | +16.5% |
| YTD | +18.2% | +16.5% | +1.7% | +7.6% |
| 1Y | +23.7% | +22.5% | +1.1% | +9.2% |
| 3Y | +130.8% | +144.7% | -13.9% | +32.6% |
| 5Y | +69.8% | +125.2% | -55.4% | -0.3% |
| All | +282.0% | +298.4% | -16.4% | +142.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling