+2,204.2%
ETR vs AU
+751.1%
+1,453.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +2.9% | -1.0% |
| 7D | -1.9% | -7.0% | +5.1% | -1.3% |
| 30D | -0.2% | +7.3% | -7.5% | -0.9% |
| 3M | -3.7% | +33.2% | -36.9% | -6.3% |
| 6M | +2.1% | -0.6% | +2.7% | +1.3% |
| YTD | +16.5% | +26.2% | -9.7% | +12.9% |
| 1Y | +22.5% | +68.3% | -45.7% | +15.6% |
| 3Y | +144.7% | +592.1% | -447.4% | +101.4% |
| 5Y | +125.2% | +685.3% | -560.0% | +80.8% |
| 10Y | +296.9% | +682.5% | -385.7% | +204.9% |
| All | +2,204.2% | +751.1% | +1,453.1% | +1,570.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 all: compounded portfolio wealth divided by compounded AU 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…
all analysis · Full analysis span regression · 6 months rolling