+4,451.8%
ETR vs ALK
+770.6%
+3,681.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | +0.4% | +9.0% | -8.6% | -0.6% |
| 30D | +7.5% | -1.6% | +9.2% | +7.6% |
| 3M | +4.4% | -23.2% | +27.6% | +7.2% |
| 6M | -1.5% | -3.9% | +2.3% | -1.8% |
| YTD | +21.8% | -22.6% | +44.4% | +23.5% |
| 1Y | +18.4% | -5.3% | +23.7% | +17.3% |
| 3Y | +148.5% | +18.6% | +129.9% | +135.7% |
| 5Y | +152.6% | -34.4% | +187.0% | +152.4% |
| 10Y | +354.5% | -40.8% | +395.2% | +337.2% |
| All | +4,451.8% | +770.6% | +3,681.2% | +2,991.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling