+1,003.0%
BE vs ETR
+258.4%
+744.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.9% |
| 7D | +9.0% | -1.8% | +10.9% | +10.4% |
| 30D | +16.3% | -1.8% | +18.0% | +17.7% |
| 3M | +10.8% | -3.6% | +14.4% | +13.0% |
| 6M | +73.2% | +2.6% | +70.6% | +70.4% |
| YTD | +217.4% | +16.0% | +201.3% | +189.3% |
| 1Y | +309.8% | +20.1% | +289.7% | +267.3% |
| 3Y | +1,726.2% | +143.6% | +1,582.6% | +999.0% |
| 5Y | +1,306.2% | +124.4% | +1,181.8% | +767.8% |
| All | +1,003.0% | +258.4% | +744.6% | +985.1% |
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