+1,356.8%
ETR vs BG
+1,185.2%
+171.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.2% | +0.3% |
| 7D | +1.4% | +2.4% | -0.9% | +0.9% |
| 30D | +1.9% | +15.0% | -13.2% | -0.9% |
| 3M | +1.0% | -0.7% | +1.6% | +0.9% |
| 6M | +4.8% | +7.5% | -2.7% | +2.9% |
| YTD | +19.5% | +41.6% | -22.1% | +11.2% |
| 1Y | +28.1% | +50.7% | -22.6% | +17.3% |
| 3Y | +151.1% | +20.3% | +130.9% | +137.4% |
| 5Y | +125.2% | +85.2% | +39.9% | +92.3% |
| 10Y | +291.1% | +160.6% | +130.5% | +197.5% |
| All | +1,356.8% | +1,185.2% | +171.6% | +919.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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