-10.8%
DOW vs ETR
+198.6%
-209.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.8% |
| 7D | -2.4% | +1.4% | -3.8% | -3.1% |
| 30D | +0.4% | +1.0% | -0.6% | -0.2% |
| 3M | -14.4% | -1.3% | -13.1% | -14.2% |
| 6M | -7.0% | +1.9% | -8.9% | -8.7% |
| YTD | +30.2% | +18.2% | +12.0% | +18.2% |
| 1Y | +29.2% | +24.7% | +4.5% | +13.9% |
| 3Y | -36.7% | +150.7% | -187.4% | -63.6% |
| 5Y | -37.7% | +127.0% | -164.7% | -62.9% |
| All | -10.8% | +198.6% | -209.4% | -34.7% |
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