+2,021.5%
ETR vs BB
+258.8%
+1,762.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.4% | -5.6% | +7.1% | +1.6% |
| 30D | +1.0% | -11.8% | +12.8% | +1.3% |
| 3M | -1.3% | -25.5% | +24.3% | -0.6% |
| 6M | +1.9% | +121.3% | -119.4% | -1.1% |
| YTD | +18.2% | +103.2% | -85.0% | +15.0% |
| 1Y | +24.7% | +102.6% | -78.0% | +21.2% |
| 3Y | +150.7% | +37.5% | +113.2% | +144.3% |
| 5Y | +127.0% | -30.4% | +157.5% | +123.7% |
| 10Y | +295.5% | 0.0% | +295.5% | +272.1% |
| All | +2,021.5% | +258.8% | +1,762.7% | +2,221.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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