+144.5%
ETR vs EFV
+88.2%
+56.3%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -1.9% | -2.0% | +0.1% | -1.0% |
| 30D | -0.2% | -0.2% | 0.0% | -0.1% |
| 3M | -3.7% | +9.1% | -12.9% | -7.5% |
| 6M | +2.1% | +11.7% | -9.6% | -3.1% |
| YTD | +16.5% | +17.0% | -0.6% | +7.9% |
| 1Y | +22.5% | +26.7% | -4.2% | +9.2% |
| All | +144.5% | +88.2% | +56.3% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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