+160.5%
ETR vs CF
+120.6%
+40.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | +0.4% | -3.2% | +3.6% | +0.6% |
| 30D | +7.5% | +4.3% | +3.2% | +7.1% |
| 3M | +4.4% | +2.8% | +1.6% | +4.1% |
| 6M | -1.5% | +0.6% | -2.2% | -1.9% |
| YTD | +21.8% | +56.6% | -34.9% | +15.8% |
| 1Y | +18.4% | +49.6% | -31.2% | +13.0% |
| 3Y | +148.5% | +61.5% | +87.0% | +132.6% |
| All | +160.5% | +120.6% | +40.0% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling