-10.2%
DOW vs ETR
+194.3%
-204.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.5% |
| 7D | -2.4% | -1.9% | -0.5% | -1.5% |
| 30D | -4.1% | -0.2% | -3.9% | -4.1% |
| 3M | -12.4% | -3.7% | -8.7% | -11.1% |
| 6M | -10.6% | +2.1% | -12.7% | -12.4% |
| YTD | +31.1% | +16.5% | +14.6% | +19.9% |
| 1Y | +30.5% | +22.5% | +8.0% | +16.0% |
| 3Y | -34.4% | +144.7% | -179.1% | -61.7% |
| 5Y | -35.5% | +125.2% | -160.7% | -61.5% |
| All | -10.2% | +194.3% | -204.5% | -33.8% |
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