+553.0%
AMZN vs ETR
+298.4%
+254.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -2.7% | -1.9% | -0.8% | -2.4% |
| 30D | -7.5% | -0.2% | -7.3% | -7.5% |
| 3M | +5.8% | -3.7% | +9.6% | +6.5% |
| 6M | +17.5% | +2.1% | +15.4% | +16.7% |
| YTD | +9.1% | +16.5% | -7.3% | +5.5% |
| 1Y | +9.4% | +22.5% | -13.2% | +4.5% |
| 3Y | +82.2% | +144.7% | -62.4% | +48.0% |
| 5Y | +45.2% | +125.2% | -80.0% | +20.2% |
| All | +553.0% | +298.4% | +254.6% | +399.5% |
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 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