+377.8%
ETR vs ED
+141.1%
+236.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +0.1% | -0.9% | +1.0% | +0.7% |
| 30D | +7.7% | +11.2% | -3.5% | -1.2% |
| 3M | +5.7% | +11.8% | -6.1% | -3.4% |
| 6M | -0.3% | +14.1% | -14.4% | -10.5% |
| YTD | +23.4% | +23.0% | +0.4% | +4.1% |
| 1Y | +18.5% | +23.7% | -5.2% | -0.6% |
| 3Y | +155.6% | +47.7% | +107.8% | +80.8% |
| 5Y | +158.7% | +82.6% | +76.1% | +53.7% |
| 10Y | +377.8% | +141.8% | +236.0% | +121.8% |
| All | +377.8% | +141.1% | +236.7% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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