+208.8%
C vs ETR
+369.0%
-160.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -0.4% | +2.6% | -2.9% | -1.5% |
| 30D | -5.2% | +8.7% | -13.8% | -8.7% |
| 3M | -9.1% | +6.4% | -15.4% | -11.7% |
| 6M | -1.6% | +0.7% | -2.3% | -2.3% |
| YTD | +6.9% | +23.0% | -16.1% | -4.3% |
| 1Y | +23.0% | +17.9% | +5.1% | +12.3% |
| 3Y | +216.1% | +154.9% | +61.2% | +93.6% |
| 5Y | +112.2% | +157.3% | -45.0% | +26.1% |
| 10Y | +208.8% | +373.4% | -164.6% | +99.9% |
| All | +208.8% | +369.0% | -160.2% | +99.9% |
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 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