+373.3%
ETR vs CASY
+550.0%
-176.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +1.5% | +2.5% | -1.0% | +0.9% |
| 30D | +6.6% | +10.2% | -3.6% | +4.0% |
| 3M | +4.4% | -15.7% | +20.1% | +8.5% |
| 6M | -0.3% | -18.4% | +18.1% | +3.6% |
| YTD | +23.3% | +28.3% | -5.0% | +12.5% |
| 1Y | +18.9% | +32.6% | -13.7% | +7.2% |
| 3Y | +155.5% | +159.5% | -4.0% | +83.5% |
| 5Y | +159.9% | +263.9% | -104.0% | +63.6% |
| All | +373.3% | +550.0% | -176.7% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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