+453.4%
ETR vs CBOE
+1,025.9%
-572.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.5% |
| 7D | +1.4% | -4.6% | +6.1% | +2.4% |
| 30D | +1.9% | +2.6% | -0.8% | +1.2% |
| 3M | +1.0% | +4.9% | -3.9% | -0.7% |
| 6M | +4.8% | -2.2% | +7.0% | +4.0% |
| YTD | +19.5% | +17.7% | +1.8% | +13.3% |
| 1Y | +28.1% | +26.1% | +2.0% | +19.3% |
| 3Y | +151.1% | +97.1% | +54.0% | +107.9% |
| 5Y | +125.2% | +149.2% | -24.0% | +74.1% |
| 10Y | +291.1% | +385.1% | -93.9% | +162.8% |
| All | +453.4% | +1,025.9% | -572.6% | +198.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling