+373.3%
ETR vs ALLY
+172.1%
+201.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +1.5% | -2.1% | +3.6% | +1.9% |
| 30D | +6.6% | +2.0% | +4.6% | +6.2% |
| 3M | +4.4% | -13.3% | +17.8% | +7.3% |
| 6M | -0.3% | -9.9% | +9.6% | +1.5% |
| YTD | +23.3% | -13.5% | +36.9% | +26.0% |
| 1Y | +18.9% | -2.8% | +21.7% | +18.4% |
| 3Y | +155.5% | +63.4% | +92.0% | +120.4% |
| 5Y | +159.9% | -10.9% | +170.8% | +149.6% |
| All | +373.3% | +172.1% | +201.2% | +224.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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