+2,063.5%
ETR vs A
+457.0%
+1,606.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | +1.4% | -1.9% | +3.4% | +1.6% |
| 30D | +1.0% | +6.9% | -5.9% | +0.3% |
| 3M | -1.3% | +9.2% | -10.5% | -2.2% |
| 6M | +1.9% | +25.7% | -23.8% | -0.8% |
| YTD | +18.2% | +11.5% | +6.6% | +16.4% |
| 1Y | +24.7% | +18.4% | +6.3% | +22.0% |
| 3Y | +150.7% | +26.6% | +124.1% | +141.7% |
| 5Y | +127.0% | -12.8% | +139.8% | +125.5% |
| 10Y | +295.5% | +247.2% | +48.3% | +247.7% |
| All | +2,063.5% | +457.0% | +1,606.4% | +1,578.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling