+172.0%
ETR vs COMP
-49.2%
+221.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | +0.9% |
| 7D | +1.7% | +14.5% | -12.8% | +1.2% |
| 30D | +8.7% | +14.9% | -6.2% | +8.1% |
| 3M | +4.9% | -14.2% | +19.2% | +5.4% |
| 6M | +0.8% | +23.7% | -23.0% | -0.5% |
| YTD | +23.1% | +2.1% | +21.1% | +22.1% |
| 1Y | +17.9% | +26.2% | -8.3% | +15.6% |
| 3Y | +154.5% | +470.9% | -316.4% | +130.8% |
| 5Y | +160.3% | -14.0% | +174.3% | +128.1% |
| All | +172.0% | -49.2% | +221.2% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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