+1,227.8%
BE vs ETR
+122.8%
+1,105.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.1% |
| 7D | +23.9% | +0.4% | +23.5% | +23.8% |
| 30D | +27.8% | +2.0% | +25.8% | +26.5% |
| 3M | +3.7% | -1.7% | +5.4% | +4.3% |
| 6M | +78.0% | +3.6% | +74.4% | +74.3% |
| YTD | +209.9% | +18.0% | +191.9% | +180.9% |
| 1Y | +389.6% | +26.2% | +363.4% | +330.6% |
| 3Y | +1,730.6% | +148.0% | +1,582.6% | +1,123.4% |
| 5Y | +1,227.8% | +126.1% | +1,101.8% | +945.6% |
| All | +1,227.8% | +122.8% | +1,105.0% | +945.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling