+140.4%
CI vs ETR
+295.2%
-154.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.3% |
| 7D | -2.0% | +1.4% | -3.4% | -2.6% |
| 30D | -1.8% | +1.9% | -3.7% | -2.6% |
| 3M | -4.2% | +1.0% | -5.2% | -4.7% |
| 6M | +2.7% | +4.8% | -2.1% | +0.2% |
| YTD | +1.9% | +19.5% | -17.6% | -5.9% |
| 1Y | -6.3% | +28.1% | -34.4% | -16.1% |
| 3Y | +3.9% | +151.1% | -147.3% | -32.9% |
| 5Y | +41.9% | +125.2% | -83.3% | -4.8% |
| 10Y | +140.4% | +291.1% | -150.8% | +53.4% |
| All | +140.4% | +295.2% | -154.8% | +53.4% |
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