+14,337.8%
DE vs ETR
+4,465.2%
+9,872.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.2% |
| 7D | +0.7% | +1.4% | -0.7% | +0.2% |
| 30D | +9.6% | +1.9% | +7.8% | +8.9% |
| 3M | +19.0% | +1.0% | +18.0% | +18.4% |
| 6M | +16.1% | +4.8% | +11.2% | +13.8% |
| YTD | +47.0% | +19.5% | +27.5% | +37.8% |
| 1Y | +43.1% | +28.1% | +15.0% | +30.7% |
| 3Y | +77.5% | +151.1% | -73.7% | +26.6% |
| 5Y | +96.4% | +125.2% | -28.8% | +43.6% |
| 10Y | +852.9% | +291.1% | +561.7% | +467.0% |
| All | +14,337.8% | +4,465.2% | +9,872.6% | +4,258.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling