+195.1%
FN vs ETR
+159.3%
+35.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.7% |
| 7D | -4.1% | +2.6% | -6.6% | -4.9% |
| 30D | -28.3% | +8.7% | -37.0% | -30.7% |
| 3M | -33.9% | +6.4% | -40.2% | -35.4% |
| 6M | -43.9% | +0.7% | -44.6% | -44.2% |
| YTD | -23.4% | +23.0% | -46.5% | -29.1% |
| 1Y | -25.4% | +17.9% | -43.3% | -29.9% |
| 3Y | +107.9% | +154.9% | -47.0% | +58.1% |
| 5Y | +195.1% | +157.3% | +37.8% | +129.2% |
| All | +195.1% | +159.3% | +35.8% | +129.2% |
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