+368.4%
ALL vs ETR
+369.0%
-0.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -0.1% | +2.6% | -2.7% | -1.3% |
| 30D | +13.8% | +8.7% | +5.1% | +9.8% |
| 3M | -2.8% | +6.4% | -9.1% | -5.5% |
| 6M | +23.7% | +0.7% | +23.0% | +22.8% |
| YTD | +27.3% | +23.0% | +4.2% | +14.6% |
| 1Y | +30.5% | +17.9% | +12.6% | +19.8% |
| 3Y | +113.0% | +154.9% | -41.9% | +33.5% |
| 5Y | +157.6% | +157.3% | +0.3% | +57.7% |
| 10Y | +368.4% | +373.4% | -5.0% | +164.4% |
| All | +368.4% | +369.0% | -0.6% | +164.4% |
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