-25.7%
FN vs ETR
+18.4%
-44.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.7% | -8.7% | -7.7% |
| 7D | -7.0% | +3.7% | -10.7% | -9.6% |
| 30D | -24.7% | +11.0% | -35.7% | -31.0% |
| 3M | -35.7% | +3.4% | -39.1% | -37.4% |
| 6M | -52.4% | -3.3% | -49.1% | -51.9% |
| YTD | -25.0% | +23.3% | -48.2% | -45.6% |
| 1Y | -25.7% | +19.2% | -44.8% | -42.2% |
| All | -25.7% | +18.4% | -44.0% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling