+156.3%
ETR vs ED
+50.2%
+106.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.9% |
| 7D | +1.2% | +2.1% | -0.9% | 0.0% |
| 30D | +7.0% | +10.4% | -3.4% | +0.9% |
| 3M | +4.6% | +12.5% | -7.9% | -2.5% |
| 6M | +0.1% | +14.9% | -14.8% | -7.8% |
| YTD | +23.2% | +24.8% | -1.7% | +8.5% |
| 1Y | +20.6% | +23.8% | -3.3% | +6.6% |
| 3Y | +156.3% | +51.6% | +104.6% | +92.2% |
| All | +156.3% | +50.2% | +106.1% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling