+3,646.0%
ALL vs ETR
+2,489.3%
+1,156.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.6% |
| 7D | -1.9% | +0.4% | -2.3% | -2.1% |
| 30D | +13.8% | +7.5% | +6.2% | +10.4% |
| 3M | -7.0% | +4.4% | -11.4% | -8.8% |
| 6M | +18.0% | -1.5% | +19.6% | +18.4% |
| YTD | +24.2% | +21.8% | +2.4% | +13.2% |
| 1Y | +31.2% | +18.4% | +12.8% | +20.9% |
| 3Y | +107.5% | +148.5% | -41.0% | +37.7% |
| 5Y | +144.8% | +152.6% | -7.8% | +59.1% |
| 10Y | +375.8% | +354.5% | +21.3% | +137.9% |
| All | +3,646.0% | +2,489.3% | +1,156.7% | +1,112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling