+2,625.3%
FN vs ETR
+490.5%
+2,134.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.4% | -12.8% | -13.7% |
| 7D | -16.0% | +0.3% | -16.3% | -16.1% |
| 30D | -40.1% | +6.8% | -46.9% | -41.7% |
| 3M | -43.9% | +3.8% | -47.7% | -44.7% |
| 6M | -55.6% | -5.5% | -50.2% | -54.9% |
| YTD | -35.7% | +21.5% | -57.1% | -40.1% |
| 1Y | -39.8% | +17.4% | -57.2% | -43.2% |
| 3Y | +80.3% | +147.7% | -67.4% | +31.3% |
| 5Y | +143.3% | +152.0% | -8.8% | +74.0% |
| 10Y | +682.3% | +353.4% | +328.9% | +331.4% |
| All | +2,625.3% | +490.5% | +2,134.8% | +1,064.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling