+290.1%
ETR vs CBOE
+368.5%
-78.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.2% |
| 7D | -1.8% | -5.8% | +4.0% | -0.3% |
| 30D | -1.8% | -3.1% | +1.4% | -1.1% |
| 3M | -3.6% | -4.8% | +1.2% | -3.1% |
| 6M | +2.6% | -0.6% | +3.2% | +1.0% |
| YTD | +16.0% | +12.8% | +3.2% | +9.7% |
| 1Y | +20.1% | +19.8% | +0.4% | +11.3% |
| 3Y | +143.6% | +86.9% | +56.6% | +93.6% |
| 5Y | +124.4% | +136.5% | -12.2% | +62.6% |
| All | +290.1% | +368.5% | -78.4% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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