+206.5%
FITB vs ETR
+378.9%
-172.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +2.8% | +1.2% | +1.6% | +2.1% |
| 30D | +9.8% | +7.0% | +2.8% | +5.9% |
| 3M | -5.2% | +4.6% | -9.8% | -7.5% |
| 6M | +17.3% | +0.1% | +17.2% | +16.9% |
| YTD | +19.3% | +23.2% | -3.9% | +5.1% |
| 1Y | +32.7% | +20.6% | +12.1% | +18.2% |
| 3Y | +141.6% | +156.3% | -14.7% | +33.5% |
| 5Y | +48.9% | +159.6% | -110.8% | -21.0% |
| All | +206.5% | +378.9% | -172.4% | +87.7% |
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