+393.0%
EFA vs ETR
+1,333.6%
-940.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.0% |
| 7D | +1.2% | +1.4% | -0.2% | +0.6% |
| 30D | -0.7% | +1.9% | -2.6% | -1.6% |
| 3M | +6.4% | +1.0% | +5.4% | +5.7% |
| 6M | +11.4% | +4.8% | +6.5% | +8.4% |
| YTD | +14.0% | +19.5% | -5.6% | +4.7% |
| 1Y | +20.2% | +28.1% | -7.9% | +7.0% |
| 3Y | +68.2% | +151.1% | -82.9% | +8.4% |
| 5Y | +54.8% | +125.2% | -70.3% | +2.7% |
| 10Y | +142.4% | +291.1% | -148.7% | +16.3% |
| All | +393.0% | +1,333.6% | -940.6% | +53.1% |
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