+322.8%
ETR vs ACWI
+356.8%
-34.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | +1.4% | +0.5% | +0.9% | +1.1% |
| 30D | +1.0% | +0.9% | +0.1% | +0.4% |
| 3M | -1.3% | +2.4% | -3.6% | -3.0% |
| 6M | +1.9% | +12.4% | -10.5% | -5.7% |
| YTD | +18.2% | +15.2% | +3.0% | +7.6% |
| 1Y | +24.7% | +22.7% | +2.0% | +9.0% |
| 3Y | +150.7% | +75.8% | +74.9% | +72.8% |
| 5Y | +127.0% | +67.7% | +59.3% | +59.1% |
| 10Y | +295.5% | +229.0% | +66.5% | +79.7% |
| All | +322.8% | +356.8% | -34.0% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling