+290.1%
ETR vs AGI
+392.3%
-102.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -1.8% | -2.7% | +0.9% | -1.6% |
| 30D | -1.8% | +7.2% | -9.0% | -2.4% |
| 3M | -3.6% | +4.3% | -7.8% | -4.2% |
| 6M | +2.6% | -27.1% | +29.7% | +4.6% |
| YTD | +16.0% | -6.6% | +22.6% | +15.5% |
| 1Y | +20.1% | +9.5% | +10.6% | +17.8% |
| 3Y | +143.6% | +208.4% | -64.9% | +117.8% |
| 5Y | +124.4% | +401.6% | -277.3% | +91.8% |
| All | +290.1% | +392.3% | -102.3% | +228.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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