+114.8%
ALL vs ETR
+129.9%
-15.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.5% | -2.8% |
| 7D | -1.7% | +1.4% | -3.1% | -2.2% |
| 30D | -4.7% | +1.9% | -6.5% | -5.3% |
| 3M | +18.4% | +1.0% | +17.4% | +17.7% |
| 6M | +20.5% | +4.8% | +15.7% | +17.8% |
| YTD | +23.5% | +19.5% | +4.0% | +14.7% |
| 1Y | +29.0% | +28.1% | +0.9% | +16.2% |
| 3Y | +153.7% | +151.1% | +2.6% | +74.5% |
| 5Y | +114.8% | +125.2% | -10.4% | +49.4% |
| All | +114.8% | +129.9% | -15.1% | +49.4% |
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 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