+126.1%
ETR vs CHD
+19.3%
+106.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | +0.4% | -4.2% | +4.6% | +1.6% |
| 30D | +2.0% | -7.6% | +9.6% | +4.3% |
| 3M | -1.7% | -1.6% | -0.1% | -1.5% |
| 6M | +3.6% | -6.3% | +9.9% | +5.2% |
| YTD | +18.0% | +14.6% | +3.5% | +12.6% |
| 1Y | +26.2% | +1.6% | +24.6% | +24.9% |
| 3Y | +148.0% | +3.1% | +144.9% | +140.1% |
| 5Y | +126.1% | +21.1% | +105.0% | +90.3% |
| All | +126.1% | +19.3% | +106.8% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling