+2,271.9%
D vs ETR
+4,412.2%
-2,140.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.2% |
| 7D | +1.5% | +1.4% | 0.0% | +0.7% |
| 30D | -2.6% | +1.0% | -3.6% | -3.1% |
| 3M | 0.0% | -1.3% | +1.3% | +0.6% |
| 6M | +7.4% | +1.9% | +5.5% | +5.9% |
| YTD | +15.9% | +18.2% | -2.3% | +5.2% |
| 1Y | +18.1% | +24.7% | -6.6% | +4.0% |
| 3Y | +58.4% | +150.7% | -92.3% | -6.5% |
| 5Y | +5.2% | +127.0% | -121.8% | -34.7% |
| 10Y | +35.9% | +295.5% | -259.6% | -37.7% |
| All | +2,271.9% | +4,412.2% | -2,140.3% | +322.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling