+377.8%
ETR vs CF
+485.9%
-108.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | +0.1% | +10.4% | -10.3% | -1.2% |
| 30D | +7.7% | +7.6% | +0.1% | +6.6% |
| 3M | +5.7% | +5.2% | +0.6% | +4.8% |
| 6M | -0.3% | -0.1% | -0.2% | -0.8% |
| YTD | +23.4% | +61.7% | -38.3% | +13.8% |
| 1Y | +18.5% | +50.3% | -31.8% | +10.3% |
| 3Y | +155.6% | +66.0% | +89.6% | +131.2% |
| 5Y | +158.7% | +114.5% | +44.2% | +117.8% |
| 10Y | +377.8% | +471.5% | -93.7% | +240.4% |
| All | +377.8% | +485.9% | -108.1% | +240.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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