+373.3%
ETR vs A
+300.7%
+72.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | +1.5% | +0.7% | +0.8% | +1.3% |
| 30D | +6.6% | +0.8% | +5.8% | +6.3% |
| 3M | +4.4% | +16.9% | -12.5% | +0.3% |
| 6M | -0.3% | +53.8% | -54.0% | -11.0% |
| YTD | +23.3% | +28.1% | -4.8% | +14.9% |
| 1Y | +18.9% | +15.0% | +3.8% | +13.9% |
| 3Y | +155.5% | +63.1% | +92.4% | +115.0% |
| 5Y | +159.9% | +11.5% | +148.5% | +142.3% |
| All | +373.3% | +300.7% | +72.6% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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