+3,738.8%
ALL vs ETR
+2,516.5%
+1,222.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -0.1% | +2.6% | -2.7% | -1.2% |
| 30D | +13.8% | +8.7% | +5.1% | +10.0% |
| 3M | -2.8% | +6.4% | -9.1% | -5.3% |
| 6M | +23.7% | +0.7% | +23.0% | +22.9% |
| YTD | +27.3% | +23.0% | +4.2% | +15.5% |
| 1Y | +30.5% | +17.9% | +12.6% | +20.5% |
| 3Y | +113.0% | +154.9% | -41.9% | +39.8% |
| 5Y | +157.6% | +157.3% | +0.3% | +66.2% |
| 10Y | +368.4% | +373.4% | -5.0% | +130.5% |
| All | +3,738.8% | +2,516.5% | +1,222.3% | +1,137.0% |
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 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