+366.9%
ETR vs ALK
-37.5%
+404.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.1% | -6.0% | 0.0% |
| 7D | +1.7% | +8.9% | -7.2% | +0.3% |
| 30D | +8.7% | +5.9% | +2.8% | +7.5% |
| 3M | +4.9% | -16.5% | +21.5% | +7.6% |
| 6M | +0.8% | +2.1% | -1.3% | -0.7% |
| YTD | +23.1% | -17.1% | +40.2% | +24.4% |
| 1Y | +17.9% | -2.9% | +20.8% | +15.6% |
| 3Y | +154.5% | +24.5% | +130.0% | +129.1% |
| 5Y | +160.3% | -29.1% | +189.4% | +155.6% |
| 10Y | +366.9% | -39.1% | +406.1% | +290.9% |
| All | +366.9% | -37.5% | +404.4% | +290.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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