+193.0%
ARM vs ETR
+151.3%
+41.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.1% | +5.6% | +6.8% |
| 7D | -5.3% | +1.7% | -7.1% | -5.2% |
| 30D | -30.0% | +8.7% | -38.8% | -29.5% |
| 3M | -34.1% | +4.9% | -39.0% | -33.8% |
| 6M | -12.6% | +0.8% | -13.4% | -12.5% |
| YTD | +70.4% | +23.1% | +47.3% | +72.0% |
| 1Y | +22.3% | +17.9% | +4.4% | +23.1% |
| 3Y | +261.2% | +154.5% | +106.7% | +380.9% |
| All | +193.0% | +151.3% | +41.6% | +294.8% |
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