+126.1%
ETR vs ED
+66.4%
+59.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -0.7% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | +2.0% | +1.9% | +0.1% | +0.6% |
| 3M | -1.7% | +1.9% | -3.5% | -3.2% |
| 6M | +3.6% | -2.3% | +5.8% | +5.2% |
| YTD | +18.0% | +10.9% | +7.2% | +9.0% |
| 1Y | +26.2% | +14.5% | +11.7% | +13.4% |
| 3Y | +148.0% | +33.4% | +114.6% | +90.3% |
| 5Y | +126.1% | +67.3% | +58.8% | +46.5% |
| All | +126.1% | +66.4% | +59.7% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling