+373.4%
ETR vs ALLY
+182.8%
+190.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.4% |
| 7D | +2.6% | -0.7% | +3.2% | +2.7% |
| 30D | +8.7% | +1.1% | +7.5% | +8.4% |
| 3M | +6.4% | -13.2% | +19.5% | +9.3% |
| 6M | +0.7% | -13.5% | +14.2% | +3.3% |
| YTD | +23.0% | -14.3% | +37.3% | +25.9% |
| 1Y | +17.9% | -1.1% | +19.0% | +17.0% |
| 3Y | +154.9% | +62.0% | +92.9% | +120.3% |
| 5Y | +157.3% | -9.6% | +166.9% | +146.0% |
| 10Y | +373.4% | +176.0% | +197.4% | +223.6% |
| All | +373.4% | +182.8% | +190.5% | +223.6% |
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