+4,316.7%
ETR vs ED
+2,217.3%
+2,099.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | +0.5% |
| 7D | +1.4% | -0.2% | +1.6% | +1.6% |
| 30D | +1.0% | -0.1% | +1.1% | +1.1% |
| 3M | -1.3% | +3.9% | -5.2% | -4.1% |
| 6M | +1.9% | -3.0% | +4.9% | +4.1% |
| YTD | +18.2% | +10.7% | +7.5% | +9.5% |
| 1Y | +24.7% | +13.3% | +11.3% | +13.2% |
| 3Y | +150.7% | +34.5% | +116.2% | +97.8% |
| 5Y | +127.0% | +67.1% | +59.9% | +53.4% |
| 10Y | +295.5% | +103.0% | +192.4% | +132.1% |
| All | +4,316.7% | +2,217.3% | +2,099.5% | +634.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling