+429.5%
ETR vs ALM
+7,705.7%
-7,276.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | +1.4% | -2.6% | +4.0% | +1.4% |
| 30D | +1.0% | +32.0% | -31.0% | +0.9% |
| 3M | -1.3% | -15.0% | +13.8% | -1.2% |
| 6M | +1.9% | -10.1% | +12.0% | +1.9% |
| YTD | +18.2% | +99.4% | -81.3% | +17.9% |
| 1Y | +24.7% | +316.4% | -291.7% | +24.2% |
| 3Y | +150.7% | +2,022.0% | -1,871.3% | +148.6% |
| 5Y | +127.0% | +941.2% | -814.2% | +125.3% |
| 10Y | +295.5% | +2,950.3% | -2,654.9% | +290.9% |
| All | +429.5% | +7,705.7% | -7,276.2% | +416.2% |
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