+208.5%
B vs ETR
+293.3%
-84.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.6% | -1.8% |
| 7D | +2.3% | +1.4% | +0.9% | +1.9% |
| 30D | +1.4% | +1.9% | -0.5% | +0.8% |
| 3M | +12.2% | +1.0% | +11.2% | +11.7% |
| 6M | -2.1% | +4.8% | -7.0% | -3.8% |
| YTD | +2.9% | +19.5% | -16.6% | -2.8% |
| 1Y | +55.3% | +28.1% | +27.2% | +43.7% |
| 3Y | +198.7% | +151.1% | +47.5% | +123.0% |
| 5Y | +153.8% | +125.2% | +28.6% | +94.3% |
| All | +208.5% | +293.3% | -84.9% | +97.7% |
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