+121.4%
ETR vs EFV
+95.9%
+25.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | -1.8% | -0.8% | -1.0% | -1.4% |
| 30D | -1.8% | +0.6% | -2.4% | -2.1% |
| 3M | -3.6% | +7.5% | -11.1% | -6.9% |
| 6M | +2.6% | +13.0% | -10.4% | -3.4% |
| YTD | +16.0% | +18.3% | -2.3% | +6.6% |
| 1Y | +20.1% | +26.7% | -6.6% | +6.7% |
| 3Y | +143.6% | +89.6% | +54.0% | +76.0% |
| All | +121.4% | +95.9% | +25.5% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling