+280.3%
FITB vs ETR
+303.8%
-23.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.1% |
| 7D | -0.4% | +0.4% | -0.8% | -0.6% |
| 30D | -5.1% | +2.0% | -7.2% | -6.2% |
| 3M | +3.5% | -1.7% | +5.2% | +4.3% |
| 6M | +17.2% | +3.6% | +13.6% | +14.2% |
| YTD | +17.6% | +18.0% | -0.4% | +6.4% |
| 1Y | +23.4% | +26.2% | -2.9% | +7.2% |
| 3Y | +129.7% | +148.0% | -18.3% | +31.1% |
| 5Y | +68.4% | +126.1% | -57.6% | -1.1% |
| All | +280.3% | +303.8% | -23.5% | +139.4% |
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