+68.4%
FITB vs ETR
+122.8%
-54.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.1% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -5.1% | +2.0% | -7.2% | -5.9% |
| 3M | +3.5% | -1.7% | +5.2% | +4.0% |
| 6M | +17.2% | +3.6% | +13.6% | +15.3% |
| YTD | +17.6% | +18.0% | -0.4% | +10.1% |
| 1Y | +23.4% | +26.2% | -2.9% | +12.3% |
| 3Y | +129.7% | +148.0% | -18.3% | +56.3% |
| 5Y | +68.4% | +126.1% | -57.6% | +12.2% |
| All | +68.4% | +122.8% | -54.4% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling