+4,368.6%
ETR vs CHD
+10,010.3%
-5,641.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.6% |
| 7D | +1.4% | -2.9% | +4.3% | +2.0% |
| 30D | +1.9% | -6.2% | +8.1% | +3.2% |
| 3M | +1.0% | +1.6% | -0.6% | +0.5% |
| 6M | +4.8% | -3.5% | +8.4% | +5.4% |
| YTD | +19.5% | +16.2% | +3.3% | +15.3% |
| 1Y | +28.1% | +3.4% | +24.7% | +26.4% |
| 3Y | +151.1% | +4.6% | +146.5% | +145.7% |
| 5Y | +125.2% | +21.1% | +104.0% | +112.6% |
| 10Y | +291.1% | +126.5% | +164.6% | +227.0% |
| All | +4,368.6% | +10,010.3% | -5,641.7% | +2,207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CHD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling