+479.7%
ETR vs ALLY
+124.8%
+354.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +1.4% | +3.7% | -2.2% | +0.8% |
| 30D | +1.0% | -2.3% | +3.2% | +1.4% |
| 3M | -1.3% | +3.8% | -5.1% | -2.1% |
| 6M | +1.9% | +9.7% | -7.8% | -0.3% |
| YTD | +18.2% | -1.4% | +19.6% | +17.7% |
| 1Y | +24.7% | +8.2% | +16.4% | +21.7% |
| 3Y | +150.7% | +66.5% | +84.2% | +118.6% |
| 5Y | +127.0% | +1.2% | +125.8% | +112.7% |
| 10Y | +295.5% | +191.4% | +104.0% | +169.5% |
| All | +479.7% | +124.8% | +354.8% | +303.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling