+373.4%
ETR vs APD
+187.0%
+186.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | +8.7% | +11.0% | -2.4% | +4.5% |
| 3M | +6.4% | +1.3% | +5.0% | +5.7% |
| 6M | +0.7% | +6.4% | -5.7% | -2.2% |
| YTD | +23.0% | +28.9% | -5.9% | +10.4% |
| 1Y | +17.9% | +23.2% | -5.3% | +7.3% |
| 3Y | +154.9% | +26.3% | +128.6% | +122.6% |
| 5Y | +157.3% | +12.0% | +145.2% | +131.9% |
| 10Y | +373.4% | +183.2% | +190.2% | +199.4% |
| All | +373.4% | +187.0% | +186.4% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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