+12.5%
FN vs ETR
+23.8%
-11.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.5% |
| 7D | -1.7% | +1.4% | -3.1% | -2.7% |
| 30D | -22.0% | +1.0% | -23.0% | -22.3% |
| 3M | -43.0% | -1.3% | -41.8% | -43.2% |
| 6M | -27.7% | +1.9% | -29.6% | -30.7% |
| YTD | -10.5% | +18.2% | -28.7% | -23.3% |
| 1Y | +12.5% | +24.7% | -12.2% | +0.4% |
| All | +12.5% | +23.8% | -11.3% | +0.4% |
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 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