+127.1%
ETR vs CF
+227.0%
-99.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | -0.3% |
| 7D | +1.4% | +6.0% | -4.6% | +1.1% |
| 30D | +1.0% | +14.8% | -13.9% | 0.0% |
| 3M | -1.3% | +14.1% | -15.3% | -2.2% |
| 6M | +1.9% | +28.5% | -26.6% | -0.4% |
| YTD | +18.2% | +74.9% | -56.8% | +12.6% |
| 1Y | +24.7% | +61.7% | -37.0% | +19.4% |
| 3Y | +150.7% | +80.3% | +70.4% | +135.7% |
| All | +127.1% | +227.0% | -99.8% | +134.9% |
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 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