+753.6%
B vs ETR
+4,602.4%
-3,848.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +4.0% |
| 7D | +11.3% | +1.7% | +9.6% | +11.0% |
| 30D | +2.9% | +8.7% | -5.8% | +1.1% |
| 3M | -2.9% | +4.9% | -7.8% | -3.8% |
| 6M | -1.2% | +0.8% | -2.0% | -1.4% |
| YTD | -1.3% | +23.1% | -24.5% | -5.7% |
| 1Y | +30.4% | +17.9% | +12.5% | +25.7% |
| 3Y | +195.3% | +154.5% | +40.8% | +141.4% |
| 5Y | +146.2% | +160.3% | -14.1% | +99.5% |
| 10Y | +200.5% | +366.9% | -166.5% | +114.9% |
| All | +753.6% | +4,602.4% | -3,848.7% | +604.8% |
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 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