+911.5%
BE vs ETR
+265.0%
+646.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.8% | +7.6% |
| 7D | +20.0% | +1.4% | +18.5% | +18.9% |
| 30D | +7.9% | +1.0% | +6.9% | +7.4% |
| 3M | -13.2% | -1.3% | -12.0% | -13.0% |
| 6M | +53.5% | +1.9% | +51.6% | +51.6% |
| YTD | +191.0% | +18.2% | +172.9% | +162.1% |
| 1Y | +360.5% | +24.7% | +335.8% | +303.8% |
| 3Y | +1,568.0% | +150.7% | +1,417.3% | +885.5% |
| 5Y | +1,055.2% | +127.0% | +928.2% | +606.6% |
| All | +911.5% | +265.0% | +646.4% | +882.9% |
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