+475.2%
COR vs ETR
+379.5%
+95.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.9% | +1.5% | +1.4% | +2.3% |
| 30D | +5.8% | +6.6% | -0.8% | +3.5% |
| 3M | +11.4% | +4.4% | +7.0% | +9.7% |
| 6M | +34.5% | -0.3% | +34.7% | +34.3% |
| YTD | +4.1% | +23.3% | -19.3% | -3.5% |
| 1Y | -3.1% | +18.9% | -22.0% | -9.0% |
| 3Y | +80.9% | +155.5% | -74.6% | +25.1% |
| 5Y | +195.1% | +159.9% | +35.2% | +99.5% |
| All | +475.2% | +379.5% | +95.7% | +271.0% |
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