+641.7%
AMZN vs ETR
+378.9%
+262.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +2.8% | +1.2% | +1.7% | +2.6% |
| 30D | +5.0% | +7.0% | -2.1% | +3.6% |
| 3M | +0.6% | +4.6% | -4.0% | -0.3% |
| 6M | -1.3% | +0.1% | -1.4% | -1.5% |
| YTD | +15.5% | +23.2% | -7.7% | +10.5% |
| 1Y | +12.2% | +20.6% | -8.3% | +7.8% |
| 3Y | +87.0% | +156.3% | -69.3% | +51.0% |
| 5Y | +51.3% | +159.6% | -108.4% | +22.1% |
| All | +641.7% | +378.9% | +262.7% | +472.0% |
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 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