+451.8%
ETR vs ALM
+3,798.4%
-3,346.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.1% | -6.9% | +1.1% |
| 7D | +1.7% | +0.7% | +1.0% | +1.7% |
| 30D | +8.7% | -26.1% | +34.8% | +8.8% |
| 3M | +4.9% | -38.1% | +43.0% | +5.0% |
| 6M | +0.8% | -55.4% | +56.2% | +0.9% |
| YTD | +23.1% | -0.4% | +23.5% | +23.1% |
| 1Y | +17.9% | +25.4% | -7.5% | +17.7% |
| 3Y | +154.5% | +907.8% | -753.2% | +152.9% |
| 5Y | +160.3% | +440.2% | -279.9% | +158.7% |
| 10Y | +366.9% | +2,031.1% | -1,664.2% | +362.1% |
| All | +451.8% | +3,798.4% | -3,346.6% | +438.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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