+373.4%
ETR vs AR
+52.4%
+320.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.2% | +0.8% |
| 7D | +2.6% | -5.8% | +8.3% | +2.9% |
| 30D | +8.7% | +4.8% | +3.8% | +8.3% |
| 3M | +6.4% | +1.5% | +4.9% | +6.1% |
| 6M | +0.7% | +4.7% | -4.0% | +0.2% |
| YTD | +23.0% | +9.2% | +13.8% | +21.8% |
| 1Y | +17.9% | +11.2% | +6.7% | +16.5% |
| 3Y | +154.9% | +46.2% | +108.7% | +145.5% |
| 5Y | +157.3% | +98.1% | +59.2% | +141.1% |
| 10Y | +373.4% | +54.5% | +318.8% | +243.5% |
| All | +373.4% | +52.4% | +320.9% | +243.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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