+138.9%
ETR vs AS
+123.4%
+15.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +1.2% | -4.9% | +6.0% | +1.4% |
| 30D | +7.0% | +3.9% | +3.1% | +6.8% |
| 3M | +4.6% | -9.6% | +14.2% | +5.1% |
| 6M | +0.1% | -8.7% | +8.8% | +0.4% |
| YTD | +23.2% | -19.8% | +43.0% | +24.1% |
| 1Y | +20.6% | -1.5% | +22.1% | +19.8% |
| All | +138.9% | +123.4% | +15.5% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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