+372.7%
ETR vs CF
+479.1%
-106.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.2% | +4.8% | -3.6% | +0.6% |
| 30D | +7.0% | +4.7% | +2.3% | +6.3% |
| 3M | +4.6% | +7.4% | -2.8% | +3.4% |
| 6M | +0.1% | +0.6% | -0.5% | -0.4% |
| YTD | +23.2% | +64.1% | -40.9% | +13.4% |
| 1Y | +20.6% | +51.4% | -30.8% | +12.2% |
| 3Y | +156.3% | +67.8% | +88.5% | +131.5% |
| 5Y | +159.6% | +114.1% | +45.5% | +118.8% |
| All | +372.7% | +479.1% | -106.3% | +235.9% |
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