+296.9%
ETR vs CG
+332.1%
-35.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.8% | -0.5% |
| 7D | +0.4% | -6.4% | +6.8% | +1.6% |
| 30D | +2.0% | -7.1% | +9.1% | +3.3% |
| 3M | -1.7% | -1.6% | -0.1% | -1.8% |
| 6M | +3.6% | -8.3% | +11.9% | +4.6% |
| YTD | +18.0% | -23.8% | +41.8% | +23.0% |
| 1Y | +26.2% | -28.7% | +55.0% | +32.9% |
| 3Y | +148.0% | +49.2% | +98.8% | +116.8% |
| 5Y | +126.1% | +5.5% | +120.5% | +105.0% |
| All | +296.9% | +332.1% | -35.2% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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