+4,368.6%
ETR vs BDX
+5,185.2%
-816.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.2% | +1.8% |
| 7D | +1.4% | -4.3% | +5.7% | +2.3% |
| 30D | +1.9% | +1.3% | +0.6% | +1.5% |
| 3M | +1.0% | +20.2% | -19.3% | -3.0% |
| 6M | +4.8% | +8.6% | -3.8% | +2.6% |
| YTD | +19.5% | +19.0% | +0.6% | +14.7% |
| 1Y | +28.1% | +21.2% | +6.9% | +22.2% |
| 3Y | +151.1% | -9.7% | +160.9% | +151.9% |
| 5Y | +125.2% | -3.4% | +128.6% | +122.1% |
| 10Y | +291.1% | +53.9% | +237.3% | +251.4% |
| All | +4,368.6% | +5,185.2% | -816.5% | +2,145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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