+693.0%
FN vs ETR
+378.9%
+314.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.3% |
| 7D | +0.3% | +1.2% | -0.9% | -0.1% |
| 30D | -16.5% | +7.0% | -23.5% | -18.5% |
| 3M | -42.1% | +4.6% | -46.7% | -43.0% |
| 6M | -52.9% | +0.1% | -53.0% | -53.0% |
| YTD | -28.0% | +23.2% | -51.1% | -32.7% |
| 1Y | -18.5% | +20.6% | -39.1% | -23.3% |
| 3Y | +93.9% | +156.3% | -62.4% | +46.3% |
| 5Y | +170.5% | +159.6% | +10.9% | +101.9% |
| All | +693.0% | +378.9% | +314.1% | +495.6% |
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 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