+291.1%
ETR vs ALLY
+178.4%
+112.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.8% |
| 7D | +1.4% | +1.0% | +0.4% | +1.2% |
| 30D | +1.9% | -3.3% | +5.2% | +2.5% |
| 3M | +1.0% | +0.5% | +0.5% | +0.7% |
| 6M | +4.8% | +12.6% | -7.7% | +1.9% |
| YTD | +19.5% | -4.7% | +24.2% | +19.9% |
| 1Y | +28.1% | +5.2% | +22.9% | +25.5% |
| 3Y | +151.1% | +66.5% | +84.7% | +116.4% |
| 5Y | +125.2% | +0.2% | +124.9% | +110.5% |
| 10Y | +291.1% | +180.8% | +110.4% | +171.7% |
| All | +291.1% | +178.4% | +112.7% | +171.7% |
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