+302.3%
ETR vs APD
+162.9%
+139.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -0.9% |
| 7D | +0.4% | -4.6% | +5.0% | +2.2% |
| 30D | +2.0% | -4.2% | +6.2% | +3.6% |
| 3M | -1.7% | +5.0% | -6.7% | -4.0% |
| 6M | +3.6% | +8.9% | -5.4% | -0.4% |
| YTD | +18.0% | +21.9% | -3.9% | +8.2% |
| 1Y | +26.2% | +5.6% | +20.7% | +21.8% |
| 3Y | +148.0% | +6.9% | +141.1% | +131.5% |
| 5Y | +126.1% | +25.3% | +100.7% | +90.8% |
| 10Y | +302.3% | +169.1% | +133.2% | +157.6% |
| All | +302.3% | +162.9% | +139.4% | +157.6% |
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