+719.1%
B vs ETR
+4,550.2%
-3,831.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +9.6% | +0.4% | +9.2% | +9.5% |
| 30D | +3.5% | +7.5% | -4.0% | +1.9% |
| 3M | -1.6% | +4.4% | -6.0% | -2.5% |
| 6M | -1.7% | -1.5% | -0.1% | -1.4% |
| YTD | -5.3% | +21.8% | -27.1% | -9.4% |
| 1Y | +27.2% | +18.4% | +8.8% | +22.5% |
| 3Y | +166.1% | +148.5% | +17.6% | +118.6% |
| 5Y | +136.5% | +152.6% | -16.1% | +92.7% |
| 10Y | +172.2% | +354.5% | -182.2% | +95.6% |
| All | +719.1% | +4,550.2% | -3,831.1% | +577.8% |
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