+372.7%
ETR vs APD
+191.9%
+180.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.2% | +3.8% | -2.7% | -0.3% |
| 30D | +7.0% | +8.2% | -1.2% | +3.9% |
| 3M | +4.6% | +4.3% | +0.3% | +2.8% |
| 6M | +0.1% | +4.7% | -4.6% | -2.1% |
| YTD | +23.2% | +31.5% | -8.4% | +9.6% |
| 1Y | +20.6% | +23.5% | -3.0% | +9.7% |
| 3Y | +156.3% | +29.1% | +127.2% | +122.0% |
| 5Y | +159.6% | +15.9% | +143.8% | +130.6% |
| All | +372.7% | +191.9% | +180.8% | +200.1% |
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