+373.3%
ETR vs AR
+57.2%
+316.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +1.5% | +6.4% | -4.9% | +1.1% |
| 30D | +6.6% | +3.1% | +3.5% | +6.3% |
| 3M | +4.4% | +3.3% | +1.1% | +4.1% |
| 6M | -0.3% | +6.6% | -6.8% | -0.9% |
| YTD | +23.3% | +12.3% | +11.0% | +21.8% |
| 1Y | +18.9% | +12.3% | +6.5% | +17.4% |
| 3Y | +155.5% | +50.4% | +105.0% | +145.6% |
| 5Y | +159.9% | +101.0% | +58.9% | +143.3% |
| All | +373.3% | +57.2% | +316.0% | +245.0% |
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