+145.0%
ALL vs ETR
+152.2%
-7.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | -1.9% | +0.4% | -2.3% | -2.1% |
| 30D | +13.8% | +7.5% | +6.2% | +11.0% |
| 3M | -7.0% | +4.4% | -11.4% | -8.5% |
| 6M | +18.0% | -1.5% | +19.6% | +18.4% |
| YTD | +24.2% | +21.8% | +2.4% | +14.4% |
| 1Y | +31.2% | +18.4% | +12.8% | +22.1% |
| 3Y | +107.5% | +148.5% | -41.0% | +42.9% |
| All | +145.0% | +152.2% | -7.2% | +64.3% |
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