+371.6%
ALL vs ETR
+378.9%
-7.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +5.0% | +1.2% | +3.9% | +4.5% |
| 30D | +13.3% | +7.0% | +6.3% | +10.0% |
| 3M | +3.2% | +4.6% | -1.4% | +1.1% |
| 6M | +25.3% | +0.1% | +25.2% | +24.8% |
| YTD | +30.5% | +23.2% | +7.3% | +17.4% |
| 1Y | +29.2% | +20.6% | +8.6% | +17.3% |
| 3Y | +119.1% | +156.3% | -37.2% | +37.0% |
| 5Y | +162.6% | +159.6% | +3.0% | +60.1% |
| All | +371.6% | +378.9% | -7.3% | +167.0% |
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