+497.4%
ETR vs ALLY
+98.1%
+399.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | +0.4% | +0.9% | -0.5% | +0.2% |
| 30D | +7.5% | +3.1% | +4.5% | +6.9% |
| 3M | +4.4% | -12.6% | +17.0% | +7.0% |
| 6M | -1.5% | -12.4% | +10.9% | +0.6% |
| YTD | +21.8% | -13.2% | +34.9% | +24.2% |
| 1Y | +18.4% | +1.8% | +16.6% | +16.9% |
| 3Y | +148.5% | +58.0% | +90.5% | +118.7% |
| 5Y | +152.6% | -8.4% | +161.0% | +141.3% |
| 10Y | +354.5% | +195.3% | +159.2% | +212.6% |
| All | +497.4% | +98.1% | +399.3% | +325.5% |
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