+364.8%
ALL vs ETR
+288.4%
+76.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.6% |
| 7D | -2.2% | +0.4% | -2.6% | -2.4% |
| 30D | -5.6% | +2.0% | -7.6% | -6.5% |
| 3M | +17.2% | -1.7% | +18.9% | +17.8% |
| 6M | +23.2% | +3.6% | +19.7% | +20.4% |
| YTD | +23.6% | +18.0% | +5.6% | +13.4% |
| 1Y | +29.2% | +26.2% | +2.9% | +14.6% |
| 3Y | +153.8% | +148.0% | +5.8% | +61.6% |
| 5Y | +116.1% | +126.1% | -10.0% | +41.4% |
| 10Y | +364.8% | +302.3% | +62.5% | +170.0% |
| All | +364.8% | +288.4% | +76.4% | +170.0% |
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