+373.3%
ETR vs ALK
-45.1%
+418.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.7% |
| 7D | +1.5% | +0.9% | +0.6% | +1.3% |
| 30D | +6.6% | +3.3% | +3.3% | +5.8% |
| 3M | +4.4% | -17.6% | +22.0% | +7.3% |
| 6M | -0.3% | +0.8% | -1.1% | -1.5% |
| YTD | +23.3% | -22.4% | +45.7% | +25.8% |
| 1Y | +18.9% | -10.1% | +28.9% | +18.0% |
| 3Y | +155.5% | +14.0% | +141.5% | +133.3% |
| 5Y | +159.9% | -29.8% | +189.7% | +154.9% |
| All | +373.3% | -45.1% | +418.4% | +306.9% |
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