+366.9%
ETR vs ACWI
+226.8%
+140.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -0.6% |
| 7D | +1.7% | +0.3% | +1.4% | +1.5% |
| 30D | +8.7% | -2.8% | +11.6% | +10.7% |
| 3M | +4.9% | -3.2% | +8.1% | +7.0% |
| 6M | +0.8% | +1.3% | -0.5% | -0.5% |
| YTD | +23.1% | +11.2% | +11.9% | +13.8% |
| 1Y | +17.9% | +13.8% | +4.1% | +7.3% |
| 3Y | +154.5% | +76.2% | +78.3% | +68.1% |
| 5Y | +160.3% | +59.5% | +100.8% | +82.8% |
| 10Y | +366.9% | +222.2% | +144.7% | +84.2% |
| All | +366.9% | +226.8% | +140.1% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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