+743.6%
FN vs ETR
+352.3%
+391.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.2% | +11.4% | +11.6% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -34.3% | +7.5% | -41.8% | -36.0% |
| 3M | -39.9% | +4.4% | -44.3% | -40.7% |
| 6M | -51.8% | -1.5% | -50.3% | -51.7% |
| YTD | -28.1% | +21.8% | -49.9% | -32.7% |
| 1Y | -29.1% | +18.4% | -47.5% | -32.9% |
| 3Y | +102.4% | +148.5% | -46.1% | +53.9% |
| 5Y | +171.7% | +152.6% | +19.0% | +104.0% |
| All | +743.6% | +352.3% | +391.2% | +513.9% |
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