+155.6%
ECL vs ETR
+288.4%
-132.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -1.6% |
| 7D | -2.7% | +0.4% | -3.1% | -2.9% |
| 30D | -4.3% | +2.0% | -6.3% | -5.2% |
| 3M | +3.2% | -1.7% | +4.9% | +3.8% |
| 6M | -2.9% | +3.6% | -6.5% | -5.2% |
| YTD | +4.3% | +18.0% | -13.8% | -4.3% |
| 1Y | +1.6% | +26.2% | -24.6% | -9.8% |
| 3Y | +54.3% | +148.0% | -93.7% | -5.7% |
| 5Y | +26.5% | +126.1% | -99.6% | -19.7% |
| 10Y | +155.6% | +302.3% | -146.7% | +38.7% |
| All | +155.6% | +288.4% | -132.8% | +38.7% |
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 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