+49.1%
D vs ETR
+378.9%
-329.8%
-52.2%
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 | -1.4% | +1.2% | -2.5% | -2.1% |
| 30D | +7.7% | +7.0% | +0.7% | +3.0% |
| 3M | -0.3% | +4.6% | -4.9% | -3.2% |
| 6M | +10.1% | +0.1% | +9.9% | +9.8% |
| YTD | +19.1% | +23.2% | -4.1% | +3.0% |
| 1Y | +15.9% | +20.6% | -4.7% | +1.6% |
| 3Y | +75.0% | +156.3% | -81.3% | -11.2% |
| 5Y | +13.4% | +159.6% | -146.3% | -43.5% |
| All | +49.1% | +378.9% | -329.8% | -53.1% |
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