+1,018.3%
ETR vs AGI
+5,453.2%
-4,434.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | +0.4% | +2.2% | -1.8% | +0.3% |
| 30D | +2.0% | +11.3% | -9.2% | +1.4% |
| 3M | -1.7% | +5.6% | -7.3% | -2.2% |
| 6M | +3.6% | -27.7% | +31.3% | +4.9% |
| YTD | +18.0% | -4.1% | +22.1% | +17.6% |
| 1Y | +26.2% | +13.8% | +12.4% | +24.5% |
| 3Y | +148.0% | +217.0% | -69.0% | +130.9% |
| 5Y | +126.1% | +404.3% | -278.3% | +104.6% |
| 10Y | +302.3% | +400.5% | -98.2% | +254.4% |
| All | +1,018.3% | +5,453.2% | -4,434.9% | +763.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling