+291.1%
ETR vs ALK
-38.6%
+329.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.7% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +1.9% | -18.5% | +20.3% | +5.1% |
| 3M | +1.0% | -3.6% | +4.5% | +0.9% |
| 6M | +4.8% | -3.7% | +8.5% | +4.0% |
| YTD | +19.5% | -19.0% | +38.6% | +21.5% |
| 1Y | +28.1% | -36.0% | +64.1% | +35.2% |
| 3Y | +151.1% | +2.3% | +148.8% | +134.9% |
| 5Y | +125.2% | -27.8% | +152.9% | +119.8% |
| 10Y | +291.1% | -39.0% | +330.1% | +217.3% |
| All | +291.1% | -38.6% | +329.7% | +217.3% |
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