+142.8%
EFA vs ETR
+296.9%
-154.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.5% | -1.8% | +0.3% | -1.0% |
| 30D | -1.7% | -1.8% | +0.1% | -1.2% |
| 3M | +3.5% | -3.6% | +7.1% | +4.5% |
| 6M | +9.5% | +2.6% | +6.9% | +8.1% |
| YTD | +12.9% | +16.0% | -3.2% | +7.1% |
| 1Y | +18.2% | +20.1% | -1.9% | +10.9% |
| 3Y | +64.8% | +143.6% | -78.8% | +20.7% |
| 5Y | +53.9% | +124.4% | -70.5% | +14.5% |
| All | +142.8% | +296.9% | -154.1% | +66.4% |
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