+289.5%
C vs ETR
+303.8%
-14.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.3% |
| 7D | +2.6% | +0.4% | +2.2% | +2.4% |
| 30D | +1.9% | +2.0% | -0.1% | +0.9% |
| 3M | +2.8% | -1.7% | +4.5% | +3.4% |
| 6M | +30.6% | +3.6% | +27.0% | +27.3% |
| YTD | +19.9% | +18.0% | +1.8% | +9.6% |
| 1Y | +44.6% | +26.2% | +18.3% | +27.8% |
| 3Y | +272.1% | +148.0% | +124.1% | +132.9% |
| 5Y | +132.0% | +126.1% | +5.9% | +48.7% |
| All | +289.5% | +303.8% | -14.2% | +159.8% |
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 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