+48.4%
D vs ETR
+374.5%
-326.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +9.0% | +7.7% | +1.3% | +3.8% |
| 3M | +1.0% | +5.7% | -4.8% | -2.7% |
| 6M | +11.0% | -0.3% | +11.3% | +11.0% |
| YTD | +19.8% | +23.4% | -3.6% | +3.5% |
| 1Y | +16.0% | +18.5% | -2.5% | +2.8% |
| 3Y | +74.4% | +155.6% | -81.2% | -11.4% |
| 5Y | +13.5% | +158.7% | -145.1% | -43.3% |
| 10Y | +48.4% | +377.8% | -329.4% | -53.5% |
| All | +48.4% | +374.5% | -326.1% | -53.5% |
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