+141.6%
FITB vs ETR
+155.2%
-13.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +2.8% | +1.2% | +1.6% | +2.4% |
| 30D | +9.8% | +7.0% | +2.8% | +7.6% |
| 3M | -5.2% | +4.6% | -9.8% | -6.5% |
| 6M | +17.3% | +0.1% | +17.2% | +17.1% |
| YTD | +19.3% | +23.2% | -3.9% | +11.4% |
| 1Y | +32.7% | +20.6% | +12.1% | +24.7% |
| 3Y | +141.6% | +156.3% | -14.7% | +55.6% |
| All | +141.6% | +155.2% | -13.6% | +55.6% |
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